+311.1%
SPOT vs SW
+42.1%
+269.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.2% | +2.5% |
| 7D | +1.6% | -2.9% | +4.5% | +2.0% |
| 30D | +16.9% | +5.0% | +11.9% | +16.3% |
| 3M | +23.0% | -13.7% | +36.6% | +25.0% |
| 6M | +42.2% | +8.0% | +34.2% | +40.3% |
| YTD | +5.5% | +14.0% | -8.5% | +3.0% |
| 1Y | -5.1% | +25.6% | -30.7% | -8.5% |
| 3Y | +257.9% | +40.1% | +217.8% | +234.8% |
| 5Y | +118.4% | -2.6% | +121.0% | +106.8% |
| All | +311.1% | +42.1% | +269.0% | +265.1% |
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