+730.4%
SW vs RRX
+351.2%
+379.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.5% | +6.0% | -0.2% |
| 7D | +4.7% | -2.0% | +6.7% | +4.8% |
| 30D | +5.0% | -3.6% | +8.6% | +5.3% |
| 3M | -7.3% | -12.3% | +5.0% | -5.6% |
| 6M | +15.0% | -27.5% | +42.5% | +20.2% |
| YTD | +18.5% | +14.9% | +3.6% | +14.6% |
| 1Y | +27.1% | +17.4% | +9.7% | +22.3% |
| 3Y | +49.3% | +55.5% | -6.2% | +37.0% |
| 5Y | -1.6% | +2.2% | -3.8% | -6.2% |
| 10Y | +185.4% | +225.1% | -39.7% | +143.0% |
| All | +730.4% | +351.2% | +379.2% | +642.6% |
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