+182.7%
SW vs RVTY
+206.3%
-23.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.8% | -1.7% |
| 7D | +2.3% | -1.2% | +3.5% | +2.4% |
| 30D | +6.8% | +1.0% | +5.8% | +6.1% |
| 3M | -5.2% | +35.8% | -41.0% | -13.6% |
| 6M | +7.4% | +56.7% | -49.3% | -6.4% |
| YTD | +17.4% | +60.7% | -43.3% | +1.0% |
| 1Y | +27.1% | +73.7% | -46.6% | +7.0% |
| 3Y | +47.9% | +82.8% | -34.9% | +22.7% |
| 5Y | -2.6% | -7.0% | +4.5% | -8.6% |
| All | +182.7% | +206.3% | -23.6% | +110.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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