+185.4%
SW vs RUN
+100.2%
+85.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +12.3% | -13.8% | -2.5% |
| 7D | +4.7% | +30.0% | -25.4% | +2.4% |
| 30D | +5.0% | +27.0% | -22.0% | +2.9% |
| 3M | -7.3% | -5.9% | -1.4% | -7.2% |
| 6M | +15.0% | -26.7% | +41.7% | +17.0% |
| YTD | +18.5% | -46.4% | +64.9% | +22.0% |
| 1Y | +27.1% | -52.1% | +79.2% | +31.5% |
| 3Y | +49.3% | -8.9% | +58.3% | +38.2% |
| 5Y | -1.6% | -82.4% | +80.8% | -3.6% |
| All | +185.4% | +100.2% | +85.2% | +150.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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