+2.2%
SW vs RRX
+14.9%
-12.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | -5.1% | +3.4% | -8.5% | -6.1% |
| 30D | -4.6% | -11.1% | +6.5% | -1.2% |
| 3M | +9.4% | -23.7% | +33.1% | +17.2% |
| 6M | +3.5% | -22.0% | +25.5% | +7.7% |
| YTD | +22.0% | +16.5% | +5.6% | +15.8% |
| 1Y | +2.2% | +11.5% | -9.3% | -3.7% |
| All | +2.2% | +14.9% | -12.7% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 1y: compounded portfolio wealth divided by compounded RRX 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…
1y analysis · Full analysis span regression · 6 months rolling