-49.5%
SMR vs SW
+11.9%
-61.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | -0.9% | +17.2% | +16.5% |
| 7D | -9.6% | +2.3% | -11.9% | -10.1% |
| 30D | -33.8% | +6.8% | -40.5% | -34.8% |
| 3M | -46.4% | -5.2% | -41.2% | -45.7% |
| 6M | -62.4% | +7.4% | -69.9% | -63.2% |
| YTD | -64.1% | +17.4% | -81.5% | -65.8% |
| 1Y | -84.3% | +27.1% | -111.4% | -85.3% |
| 3Y | +55.8% | +47.9% | +8.0% | +45.6% |
| All | -49.5% | +11.9% | -61.5% | -53.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling