+65.4%
SM vs BWA
+13.5%
+51.9%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.4% | +1.3% |
| 7D | -19.5% | -2.4% | -17.1% | -19.6% |
| 30D | -20.2% | -17.7% | -2.5% | -21.6% |
| 3M | -6.5% | -27.0% | +20.5% | -8.8% |
| 6M | +1.6% | -17.3% | +18.9% | +0.8% |
| YTD | +61.2% | +12.9% | +48.4% | +49.0% |
| 1Y | +65.4% | +12.9% | +52.5% | +53.2% |
| All | +65.4% | +13.5% | +51.9% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling