+19.9%
SM vs FWONK
+340.2%
-320.3%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | +4.6% | +0.1% | +4.5% | +4.4% |
| 30D | +18.2% | -7.7% | +26.0% | +24.5% |
| 3M | +22.5% | +5.7% | +16.8% | +16.4% |
| 6M | +50.6% | +13.5% | +37.1% | +33.0% |
| YTD | +108.1% | -3.0% | +111.1% | +105.3% |
| 1Y | +46.0% | -6.4% | +52.4% | +47.3% |
| 3Y | +2.9% | +43.8% | -41.0% | -29.7% |
| 5Y | +112.6% | +98.6% | +14.0% | +4.6% |
| All | +19.9% | +340.2% | -320.3% | -48.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling