+27.1%
SW vs RNG
+173.4%
-146.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.7% | +3.2% | -1.1% |
| 7D | +4.7% | -11.2% | +15.9% | +5.6% |
| 30D | +5.0% | -3.8% | +8.8% | +5.1% |
| 3M | -7.3% | +21.1% | -28.5% | -9.0% |
| 6M | +15.0% | +56.2% | -41.2% | +9.4% |
| YTD | +18.5% | +158.8% | -140.2% | +7.6% |
| 1Y | +27.1% | +173.6% | -146.5% | +12.7% |
| All | +27.1% | +173.4% | -146.3% | +12.7% |
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 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