+184.4%
SW vs RRX
+224.4%
-39.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.8% | +0.5% |
| 7D | +2.2% | 0.0% | +2.1% | +1.9% |
| 30D | +7.4% | +9.0% | -1.6% | +4.4% |
| 3M | -5.9% | +4.0% | -9.9% | -7.7% |
| 6M | +9.0% | -15.7% | +24.7% | +12.1% |
| YTD | +18.1% | +29.0% | -10.9% | +7.9% |
| 1Y | +28.7% | +35.2% | -6.6% | +15.9% |
| 3Y | +48.8% | +67.7% | -19.0% | +24.7% |
| 5Y | +2.5% | +14.9% | -12.5% | -8.9% |
| 10Y | +184.4% | +216.8% | -32.4% | +101.8% |
| All | +184.4% | +224.4% | -39.9% | +101.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling