+19.6%
SW vs RVTY
+12.6%
+7.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | -5.1% | +1.1% | -6.2% | -5.5% |
| 30D | -4.6% | +13.2% | -17.8% | -9.0% |
| 3M | +9.4% | +27.2% | -17.9% | -0.6% |
| 6M | +3.5% | +32.4% | -28.9% | -7.9% |
| YTD | +22.0% | +34.9% | -12.8% | +7.1% |
| 1Y | +2.2% | +52.4% | -50.2% | -14.5% |
| All | +19.6% | +12.6% | +7.0% | +7.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling