+2.0%
RDW vs SNY
+12.8%
-10.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.3% |
| 7D | +0.9% | -3.3% | +4.2% | +1.6% |
| 30D | -21.3% | -2.2% | -19.1% | -20.9% |
| 3M | -37.9% | -3.0% | -34.8% | -37.7% |
| 6M | +12.3% | +2.7% | +9.5% | +11.0% |
| YTD | +39.7% | -6.8% | +46.6% | +41.5% |
| 1Y | +25.7% | -5.3% | +30.9% | +26.6% |
| 3Y | +230.8% | -9.8% | +240.6% | +233.5% |
| 5Y | -8.8% | +9.7% | -18.4% | -15.1% |
| All | +2.0% | +12.8% | -10.8% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SNY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling