+147.8%
SW vs RVTY
+150.6%
-2.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | -5.1% | +1.1% | -6.2% | -5.4% |
| 30D | -4.6% | +13.2% | -17.8% | -7.9% |
| 3M | +9.4% | +27.2% | -17.9% | +1.9% |
| 6M | +3.5% | +32.4% | -28.9% | -5.0% |
| YTD | +22.0% | +34.9% | -12.8% | +11.1% |
| 1Y | +2.2% | +52.4% | -50.2% | -10.0% |
| 3Y | +19.6% | +12.3% | +7.3% | +11.9% |
| 5Y | -2.3% | -30.8% | +28.5% | -1.0% |
| All | +147.8% | +150.6% | -2.9% | +98.5% |
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