+2,105.4%
FIX vs SW
-2.3%
+2,107.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.7% |
| 7D | +6.0% | -5.1% | +11.1% | +7.1% |
| 30D | -7.2% | -4.6% | -2.7% | -6.5% |
| 3M | -15.9% | +9.4% | -25.2% | -17.9% |
| 6M | +12.7% | +3.5% | +9.2% | +10.9% |
| YTD | +72.8% | +22.0% | +50.8% | +63.5% |
| 1Y | +122.9% | +2.2% | +120.7% | +117.8% |
| 3Y | +774.3% | +19.6% | +754.7% | +730.1% |
| All | +2,105.4% | -2.3% | +2,107.8% | +1,955.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling