-48.0%
SMR vs SW
+11.8%
-59.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | +1.9% | -2.6% | +4.5% | +2.6% |
| 30D | -21.9% | +7.2% | -29.1% | -23.3% |
| 3M | -47.1% | -10.5% | -36.7% | -45.8% |
| 6M | -60.6% | +9.9% | -70.5% | -61.6% |
| YTD | -63.1% | +17.2% | -80.3% | -64.8% |
| 1Y | -80.4% | +26.5% | -106.9% | -81.7% |
| 3Y | +150.2% | +47.7% | +102.6% | +133.9% |
| All | -48.0% | +11.8% | -59.8% | -51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling