+182.7%
SW vs RRX
+213.4%
-30.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.5% | -6.4% | -2.3% |
| 7D | +2.3% | +7.5% | -5.2% | 0.0% |
| 30D | +6.8% | +3.0% | +3.8% | +5.3% |
| 3M | -5.2% | -5.3% | +0.2% | -4.6% |
| 6M | +7.4% | -26.6% | +34.1% | +14.4% |
| YTD | +17.4% | +21.2% | -3.8% | +9.1% |
| 1Y | +27.1% | +25.9% | +1.2% | +16.7% |
| 3Y | +47.9% | +71.7% | -23.8% | +23.8% |
| 5Y | -2.6% | +7.8% | -10.3% | -11.8% |
| All | +182.7% | +213.4% | -30.7% | +108.9% |
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