+182.7%
SW vs RNG
+256.7%
-74.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +1.9% | -0.7% |
| 7D | +2.3% | -11.3% | +13.7% | +3.3% |
| 30D | +6.8% | -5.7% | +12.5% | +7.1% |
| 3M | -5.2% | +16.8% | -22.0% | -6.6% |
| 6M | +7.4% | +58.5% | -51.0% | +2.7% |
| YTD | +17.4% | +151.3% | -133.9% | +7.1% |
| 1Y | +27.1% | +169.0% | -141.9% | +15.3% |
| 3Y | +47.9% | +156.9% | -109.1% | +33.0% |
| 5Y | -2.6% | -69.0% | +66.4% | -7.3% |
| All | +182.7% | +256.7% | -74.0% | +148.7% |
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