+755.0%
SW vs RRX
+357.4%
+397.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | -5.1% | +3.4% | -8.5% | -5.7% |
| 30D | -4.6% | -11.1% | +6.5% | -2.6% |
| 3M | +9.4% | -23.7% | +33.1% | +14.0% |
| 6M | +3.5% | -22.0% | +25.5% | +7.2% |
| YTD | +22.0% | +16.5% | +5.6% | +18.2% |
| 1Y | +2.2% | +11.5% | -9.3% | -0.6% |
| 3Y | +19.6% | +1.5% | +18.1% | +15.8% |
| 5Y | -2.3% | +18.3% | -20.6% | -7.9% |
| 10Y | +181.4% | +209.8% | -28.4% | +140.7% |
| All | +755.0% | +357.4% | +397.6% | +666.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling