+240.5%
SPOT vs SW
+19.6%
+220.9%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.3% | -4.4% | -3.3% |
| 7D | -0.9% | -5.1% | +4.2% | -0.4% |
| 30D | +12.5% | -4.6% | +17.1% | +13.0% |
| 3M | +9.9% | +9.4% | +0.5% | +8.6% |
| 6M | +1.6% | +3.5% | -1.9% | +0.7% |
| YTD | -6.6% | +22.0% | -28.6% | -9.3% |
| 1Y | -22.9% | +2.2% | -25.1% | -23.6% |
| All | +240.5% | +19.6% | +220.9% | +234.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling