+743.1%
SW vs RRX
+388.0%
+355.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -3.6% | +7.7% | +4.7% |
| 7D | +12.1% | +7.6% | +4.4% | +10.4% |
| 30D | +6.6% | +7.5% | -1.0% | +4.9% |
| 3M | -6.0% | -21.0% | +15.0% | -2.8% |
| 6M | +21.5% | -18.1% | +39.6% | +24.5% |
| YTD | +20.3% | +24.3% | -4.0% | +14.9% |
| 1Y | +28.1% | +29.3% | -1.2% | +21.4% |
| 3Y | +51.6% | +68.2% | -16.6% | +37.3% |
| 5Y | -0.1% | +10.0% | -10.1% | -5.9% |
| 10Y | +189.7% | +251.6% | -61.9% | +143.6% |
| All | +743.1% | +388.0% | +355.1% | +644.2% |
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