+0.4%
STM vs SW
+40.4%
-39.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -1.5% | -10.9% | -11.8% |
| 7D | -20.1% | +4.7% | -24.7% | -21.5% |
| 30D | -32.0% | +5.0% | -37.0% | -33.4% |
| 3M | -24.2% | -7.3% | -16.8% | -22.4% |
| 6M | -29.9% | +15.0% | -44.9% | -34.7% |
| YTD | +54.9% | +18.5% | +36.4% | +42.1% |
| 1Y | +68.0% | +27.1% | +40.9% | +50.0% |
| All | +0.4% | +40.4% | -39.9% | -5.2% |
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 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