-73.1%
SMR vs SW
+1.0%
-74.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.9% |
| 7D | +4.4% | -5.1% | +9.5% | +6.0% |
| 30D | +3.4% | -4.6% | +8.0% | +4.9% |
| 3M | -19.2% | +9.4% | -28.6% | -21.0% |
| 6M | -22.6% | +3.5% | -26.2% | -25.7% |
| YTD | -31.5% | +22.0% | -53.6% | -35.4% |
| 1Y | -73.1% | +2.2% | -75.3% | -77.8% |
| All | -73.1% | +1.0% | -74.1% | -77.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling