-2.6%
SW vs RNG
-69.1%
+66.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +1.9% | -0.6% |
| 7D | +2.3% | -11.3% | +13.7% | +3.6% |
| 30D | +6.8% | -5.7% | +12.5% | +7.3% |
| 3M | -5.2% | +16.8% | -22.0% | -7.1% |
| 6M | +7.4% | +58.5% | -51.0% | +1.1% |
| YTD | +17.4% | +151.3% | -133.9% | +3.7% |
| 1Y | +27.1% | +169.0% | -141.9% | +11.3% |
| 3Y | +47.9% | +156.9% | -109.1% | +27.7% |
| All | -2.6% | -69.1% | +66.6% | -12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling