+147.8%
SW vs RSG
+414.1%
-266.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.3% | +1.6% |
| 7D | -5.1% | +0.3% | -5.4% | -5.2% |
| 30D | -4.6% | +7.6% | -12.2% | -6.6% |
| 3M | +9.4% | +7.4% | +2.0% | +6.8% |
| 6M | +3.5% | -3.3% | +6.8% | +4.2% |
| YTD | +22.0% | +6.0% | +16.0% | +19.1% |
| 1Y | +2.2% | -3.7% | +5.9% | +2.9% |
| 3Y | +19.6% | +59.1% | -39.5% | +0.5% |
| 5Y | -2.3% | +89.0% | -91.4% | -24.0% |
| All | +147.8% | +414.1% | -266.3% | +33.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling