-84.3%
SMR vs SW
+26.7%
-111.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | -0.9% | +17.2% | +16.6% |
| 7D | -9.6% | +2.3% | -11.9% | -10.4% |
| 30D | -33.8% | +6.8% | -40.5% | -35.4% |
| 3M | -46.4% | -5.2% | -41.2% | -45.3% |
| 6M | -62.4% | +7.4% | -69.9% | -63.7% |
| YTD | -64.1% | +17.4% | -81.5% | -68.4% |
| 1Y | -84.3% | +27.1% | -111.4% | -86.8% |
| All | -84.3% | +26.7% | -111.1% | -86.8% |
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