+28.1%
SW vs RSG
+19.5%
+8.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.0% | +3.0% | +4.1% |
| 7D | +12.1% | +5.1% | +6.9% | +12.2% |
| 30D | +6.6% | +15.3% | -8.8% | +7.7% |
| 3M | -6.0% | +18.6% | -24.6% | -4.7% |
| 6M | +21.5% | +19.5% | +1.9% | +23.7% |
| YTD | +20.3% | +17.2% | +3.1% | +18.4% |
| 1Y | +28.1% | +19.6% | +8.6% | +24.5% |
| All | +28.1% | +19.5% | +8.6% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 1y: compounded portfolio wealth divided by compounded RSG 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…
1y analysis · Full analysis span regression · 6 months rolling