+182.7%
SW vs RUN
+102.4%
+80.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.1% | -1.0% |
| 7D | +2.3% | +33.4% | -31.1% | -0.1% |
| 30D | +6.8% | +31.1% | -24.4% | +4.3% |
| 3M | -5.2% | +6.4% | -11.6% | -5.9% |
| 6M | +7.4% | -22.2% | +29.6% | +8.8% |
| YTD | +17.4% | -45.8% | +63.2% | +20.7% |
| 1Y | +27.1% | -51.1% | +78.2% | +31.3% |
| 3Y | +47.9% | -3.0% | +50.9% | +36.3% |
| 5Y | -2.6% | -82.2% | +79.7% | -4.6% |
| All | +182.7% | +102.4% | +80.3% | +148.1% |
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