+321.2%
SPOT vs SW
+50.0%
+271.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.1% | +0.5% | +4.1% |
| 7D | +16.6% | +12.1% | +4.5% | +15.0% |
| 30D | +29.9% | +6.6% | +23.4% | +29.0% |
| 3M | +31.3% | -6.0% | +37.3% | +32.1% |
| 6M | +43.2% | +21.5% | +21.7% | +39.3% |
| YTD | +8.1% | +20.3% | -12.2% | +4.8% |
| 1Y | -0.3% | +28.1% | -28.5% | -4.2% |
| 3Y | +269.3% | +51.6% | +217.7% | +242.1% |
| 5Y | +113.9% | -0.1% | +114.0% | +101.8% |
| All | +321.2% | +50.0% | +271.2% | +271.6% |
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