+209.2%
SW vs RNG
+354.4%
-145.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.2% | +4.3% | +4.1% |
| 7D | +12.1% | -9.6% | +21.6% | +12.9% |
| 30D | +6.6% | -1.4% | +7.9% | +6.5% |
| 3M | -6.0% | +28.8% | -34.8% | -8.1% |
| 6M | +21.5% | +65.6% | -44.1% | +16.0% |
| YTD | +20.3% | +171.4% | -151.1% | +9.7% |
| 1Y | +28.1% | +185.3% | -157.2% | +16.3% |
| 3Y | +51.6% | +176.8% | -125.2% | +36.3% |
| 5Y | -0.1% | -67.4% | +67.3% | -3.9% |
| 10Y | +189.7% | +290.9% | -101.2% | +142.2% |
| All | +209.2% | +354.4% | -145.1% | +148.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling