+371.7%
STM vs SW
+185.4%
+186.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -1.5% | -10.9% | -12.1% |
| 7D | -20.1% | +4.7% | -24.7% | -20.9% |
| 30D | -32.0% | +5.0% | -37.0% | -32.7% |
| 3M | -24.2% | -7.3% | -16.8% | -23.2% |
| 6M | -29.9% | +15.0% | -44.9% | -32.2% |
| YTD | +54.9% | +18.5% | +36.4% | +48.8% |
| 1Y | +68.0% | +27.1% | +40.9% | +59.3% |
| 3Y | -0.1% | +49.3% | -49.5% | -7.6% |
| 5Y | -17.9% | -1.6% | -16.3% | -22.4% |
| All | +371.7% | +185.4% | +186.3% | +271.2% |
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