+184.4%
SW vs RGEN
+457.6%
-273.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.8% | +3.2% | +0.8% |
| 7D | +2.2% | -2.4% | +4.6% | +2.5% |
| 30D | +7.4% | +0.1% | +7.4% | +7.2% |
| 3M | -5.9% | +6.6% | -12.6% | -7.3% |
| 6M | +9.0% | +40.9% | -32.0% | +2.2% |
| YTD | +18.1% | +6.2% | +11.9% | +15.3% |
| 1Y | +28.7% | +19.4% | +9.2% | +23.2% |
| 3Y | +48.8% | +17.9% | +30.9% | +39.0% |
| 5Y | +2.5% | -34.0% | +36.5% | -0.2% |
| 10Y | +184.4% | +453.9% | -269.5% | +127.3% |
| All | +184.4% | +457.6% | -273.2% | +127.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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