-49.0%
SMR vs SW
+14.7%
-63.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.1% | -8.5% | -5.4% |
| 7D | -9.5% | +12.1% | -21.6% | -12.0% |
| 30D | -33.2% | +6.6% | -39.8% | -34.3% |
| 3M | -45.9% | -6.0% | -39.9% | -45.2% |
| 6M | -57.9% | +21.5% | -79.4% | -59.8% |
| YTD | -63.8% | +20.3% | -84.1% | -65.7% |
| 1Y | -85.6% | +28.1% | -113.8% | -86.5% |
| 3Y | +48.7% | +51.6% | -2.9% | +38.1% |
| All | -49.0% | +14.7% | -63.7% | -53.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling