+184.4%
SW vs RSG
+449.6%
-265.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | 0.0% | +0.3% |
| 7D | +2.2% | +2.0% | +0.2% | +1.6% |
| 30D | +7.4% | +14.2% | -6.7% | +3.4% |
| 3M | -5.9% | +15.8% | -21.7% | -9.9% |
| 6M | +9.0% | +24.6% | -15.6% | +1.7% |
| YTD | +18.1% | +18.2% | -0.1% | +11.6% |
| 1Y | +28.7% | +22.8% | +5.9% | +20.1% |
| 3Y | +48.8% | +62.4% | -13.6% | +25.1% |
| 5Y | +2.5% | +96.0% | -93.6% | -20.2% |
| 10Y | +184.4% | +448.5% | -264.1% | +61.0% |
| All | +184.4% | +449.6% | -265.1% | +61.0% |
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