+755.0%
SW vs RSG
+949.9%
-194.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.3% | +1.4% |
| 7D | -5.1% | +0.3% | -5.4% | -5.1% |
| 30D | -4.6% | +7.6% | -12.2% | -5.4% |
| 3M | +9.4% | +7.4% | +2.0% | +8.3% |
| 6M | +3.5% | -3.3% | +6.8% | +3.8% |
| YTD | +22.0% | +6.0% | +16.0% | +20.8% |
| 1Y | +2.2% | -3.7% | +5.9% | +2.5% |
| 3Y | +19.6% | +59.1% | -39.5% | +12.3% |
| 5Y | -2.3% | +89.0% | -91.4% | -10.4% |
| 10Y | +181.4% | +412.5% | -231.2% | +142.6% |
| All | +755.0% | +949.9% | -194.9% | +679.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling