+177.1%
SW vs RNG
+234.5%
-57.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | -2.9% | +4.6% | -7.5% | -3.3% |
| 30D | +5.0% | +0.4% | +4.6% | +4.8% |
| 3M | -13.7% | +11.4% | -25.1% | -14.6% |
| 6M | +8.0% | +95.7% | -87.7% | +1.6% |
| YTD | +14.0% | +162.9% | -148.9% | +3.6% |
| 1Y | +25.6% | +180.3% | -154.6% | +13.5% |
| 3Y | +40.1% | +188.3% | -148.2% | +25.0% |
| 5Y | -2.6% | -72.5% | +69.9% | -7.2% |
| All | +177.1% | +234.5% | -57.4% | +140.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling