+204.6%
SW vs RNG
+333.2%
-128.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.2% |
| 3M | -7.3% | +21.1% | -28.5% | -8.9% |
| 6M | +15.0% | +56.2% | -41.2% | +10.3% |
| YTD | +18.5% | +158.8% | -140.2% | +8.4% |
| 1Y | +27.1% | +173.6% | -146.5% | +15.8% |
| 3Y | +49.3% | +163.9% | -114.6% | +34.8% |
| 5Y | -1.6% | -68.1% | +66.4% | -5.1% |
| 10Y | +185.4% | +272.7% | -87.3% | +139.4% |
| All | +204.6% | +333.2% | -128.6% | +145.9% |
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