-0.9%
SPOT vs SW
+25.8%
-26.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -2.0% |
| 7D | +10.3% | +4.7% | +5.6% | +9.8% |
| 30D | +25.9% | +5.0% | +20.9% | +25.3% |
| 3M | +27.4% | -7.3% | +34.7% | +27.6% |
| 6M | +46.5% | +15.0% | +31.5% | +45.4% |
| YTD | +5.8% | +18.5% | -12.7% | +7.0% |
| 1Y | -0.9% | +27.1% | -28.0% | -0.8% |
| All | -0.9% | +25.8% | -26.7% | -0.8% |
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