+488.5%
FIX vs SW
+42.5%
+446.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +4.1% | -19.2% | -16.2% |
| 7D | -18.9% | +12.1% | -31.0% | -21.8% |
| 30D | -36.3% | +6.6% | -42.9% | -37.7% |
| 3M | -38.5% | -6.0% | -32.5% | -37.8% |
| 6M | -42.3% | +21.5% | -63.7% | -46.7% |
| YTD | +17.1% | +20.3% | -3.2% | +6.6% |
| 1Y | +14.4% | +28.1% | -13.8% | +1.7% |
| All | +488.5% | +42.5% | +446.0% | +436.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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