+213.6%
SW vs RNG
+327.7%
-114.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.9% | +5.1% | +1.6% |
| 7D | -5.1% | +5.8% | -10.9% | -5.5% |
| 30D | -4.6% | +19.6% | -24.2% | -6.0% |
| 3M | +9.4% | +67.0% | -57.6% | +4.8% |
| 6M | +3.5% | +88.4% | -84.9% | -2.2% |
| YTD | +22.0% | +155.5% | -133.5% | +12.0% |
| 1Y | +2.2% | +141.7% | -139.5% | -6.0% |
| 3Y | +19.6% | +131.1% | -111.5% | +8.9% |
| 5Y | -2.3% | -70.6% | +68.2% | -5.3% |
| 10Y | +181.4% | +228.2% | -46.9% | +137.9% |
| All | +213.6% | +327.7% | -114.1% | +153.9% |
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 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