-2.3%
SW vs RNG
-70.5%
+68.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.9% | +5.1% | +1.7% |
| 7D | -5.1% | +5.8% | -10.9% | -5.7% |
| 30D | -4.6% | +19.6% | -24.2% | -6.5% |
| 3M | +9.4% | +67.0% | -57.6% | +3.0% |
| 6M | +3.5% | +88.4% | -84.9% | -4.4% |
| YTD | +22.0% | +155.5% | -133.5% | +8.1% |
| 1Y | +2.2% | +141.7% | -139.5% | -9.1% |
| 3Y | +19.6% | +131.1% | -111.5% | +4.6% |
| All | -2.3% | -70.5% | +68.2% | -11.8% |
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