+147.8%
SW vs RRX
+208.9%
-61.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | -5.1% | +3.4% | -8.5% | -5.9% |
| 30D | -4.6% | -11.1% | +6.5% | -1.7% |
| 3M | +9.4% | -23.7% | +33.1% | +16.4% |
| 6M | +3.5% | -22.0% | +25.5% | +8.9% |
| YTD | +22.0% | +16.5% | +5.6% | +15.6% |
| 1Y | +2.2% | +11.5% | -9.3% | -2.7% |
| 3Y | +19.6% | +1.5% | +18.1% | +12.9% |
| 5Y | -2.3% | +18.3% | -20.6% | -12.0% |
| All | +147.8% | +208.9% | -61.1% | +88.1% |
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