+49.3%
SW vs RSG
+67.8%
-18.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.7% |
| 7D | +4.7% | +5.6% | -0.9% | +4.0% |
| 30D | +5.0% | +16.1% | -11.1% | +3.3% |
| 3M | -7.3% | +20.5% | -27.8% | -9.2% |
| 6M | +15.0% | +22.7% | -7.7% | +12.2% |
| YTD | +18.5% | +18.7% | -0.2% | +15.7% |
| 1Y | +27.1% | +21.9% | +5.2% | +23.3% |
| All | +49.3% | +67.8% | -18.6% | +26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling