+610.2%
STM vs SW
+755.0%
-144.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.7% |
| 7D | +5.8% | -5.1% | +10.9% | +6.4% |
| 30D | -1.0% | -4.6% | +3.6% | -0.5% |
| 3M | -33.3% | +9.4% | -42.6% | -34.1% |
| 6M | +57.4% | +3.5% | +53.8% | +56.4% |
| YTD | +102.2% | +22.0% | +80.2% | +97.3% |
| 1Y | +99.6% | +2.2% | +97.4% | +98.1% |
| 3Y | +14.5% | +19.6% | -5.1% | +11.5% |
| 5Y | +21.4% | -2.3% | +23.7% | +17.7% |
| 10Y | +695.0% | +181.4% | +513.6% | +612.4% |
| All | +610.2% | +755.0% | -144.8% | +537.3% |
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