-1.6%
SW vs RVTY
-10.3%
+8.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.4% | +3.9% | +0.2% |
| 7D | +4.7% | -9.0% | +13.7% | +7.5% |
| 30D | +5.0% | -1.6% | +6.6% | +5.1% |
| 3M | -7.3% | +31.2% | -38.5% | -16.0% |
| 6M | +15.0% | +63.6% | -48.6% | -3.8% |
| YTD | +18.5% | +56.3% | -37.8% | -0.1% |
| 1Y | +27.1% | +63.3% | -36.2% | +5.5% |
| 3Y | +49.3% | +72.4% | -23.1% | +21.8% |
| 5Y | -1.6% | -9.6% | +8.0% | -13.9% |
| All | -1.6% | -10.3% | +8.6% | -13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling