+179.5%
SW vs RNG
+236.7%
-57.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.0% | -2.0% |
| 7D | -3.0% | +2.3% | -5.3% | -3.2% |
| 30D | +4.2% | -3.4% | +7.6% | +4.3% |
| 3M | -11.5% | +20.9% | -32.4% | -13.1% |
| 6M | +8.6% | +82.2% | -73.6% | +2.7% |
| YTD | +15.0% | +164.6% | -149.7% | +4.4% |
| 1Y | +25.7% | +177.0% | -151.3% | +13.7% |
| 3Y | +44.8% | +177.4% | -132.6% | +29.5% |
| 5Y | -1.7% | -72.3% | +70.6% | -6.5% |
| All | +179.5% | +236.7% | -57.1% | +142.9% |
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