-79.9%
SMR vs SW
+22.9%
-102.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.9% | -1.4% | -2.6% |
| 7D | -8.3% | -3.9% | -4.3% | -6.9% |
| 30D | -20.1% | +3.9% | -24.0% | -21.2% |
| 3M | -52.7% | -14.6% | -38.1% | -50.1% |
| 6M | -61.0% | +6.9% | -67.9% | -62.1% |
| YTD | -67.1% | +12.8% | -79.9% | -70.0% |
| 1Y | -79.9% | +24.3% | -104.2% | -82.8% |
| All | -79.9% | +22.9% | -102.7% | -82.8% |
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