+521.0%
STM vs SW
+743.1%
-222.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +4.1% | -10.1% | -6.5% |
| 7D | -6.0% | +12.1% | -18.1% | -7.3% |
| 30D | -20.9% | +6.6% | -27.5% | -21.6% |
| 3M | -15.8% | -6.0% | -9.7% | -15.3% |
| 6M | -17.0% | +21.5% | -38.5% | -19.1% |
| YTD | +76.8% | +20.3% | +56.5% | +72.6% |
| 1Y | +96.5% | +28.1% | +68.3% | +90.5% |
| 3Y | +14.0% | +51.6% | -37.6% | +8.9% |
| 5Y | -5.8% | -0.1% | -5.7% | -8.9% |
| 10Y | +461.9% | +189.7% | +272.1% | +403.3% |
| All | +521.0% | +743.1% | -222.0% | +457.5% |
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