+34.6%
SM vs FWONK
-4.6%
+39.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.7% |
| 7D | +0.1% | -6.2% | +6.3% | -0.6% |
| 30D | +26.3% | -0.6% | +26.9% | +26.1% |
| 3M | +8.7% | +11.1% | -2.4% | +9.7% |
| 6M | +51.7% | +11.7% | +40.0% | +52.0% |
| YTD | +99.0% | -3.1% | +102.1% | +106.4% |
| 1Y | +34.6% | -4.2% | +38.8% | +41.5% |
| All | +34.6% | -4.6% | +39.2% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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