+2.2%
SW vs RNG
+144.7%
-142.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.9% | +5.1% | +1.6% |
| 7D | -5.1% | +5.8% | -10.9% | -5.6% |
| 30D | -4.6% | +19.6% | -24.2% | -6.3% |
| 3M | +9.4% | +67.0% | -57.6% | +3.4% |
| 6M | +3.5% | +88.4% | -84.9% | -3.3% |
| YTD | +22.0% | +155.5% | -133.5% | +9.2% |
| 1Y | +2.2% | +141.7% | -139.5% | -9.3% |
| All | +2.2% | +144.7% | -142.5% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling