+110.2%
SPOT vs SW
-2.6%
+112.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -0.9% | -1.7% |
| 7D | +1.6% | +2.3% | -0.7% | +1.3% |
| 30D | +17.6% | +6.8% | +10.8% | +16.6% |
| 3M | +26.9% | -5.2% | +32.1% | +27.7% |
| 6M | +41.8% | +7.4% | +34.4% | +39.8% |
| YTD | +3.8% | +17.4% | -13.6% | +0.6% |
| 1Y | -2.5% | +27.1% | -29.6% | -6.7% |
| 3Y | +260.6% | +47.9% | +212.7% | +229.8% |
| All | +110.2% | -2.6% | +112.7% | +94.8% |
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