+8,055.0%
STX vs SW
+755.0%
+7,300.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.3% | +5.1% | +6.3% |
| 7D | +2.4% | -5.1% | +7.4% | +2.6% |
| 30D | +1.4% | -4.6% | +6.0% | +1.6% |
| 3M | -8.2% | +9.4% | -17.6% | -8.8% |
| 6M | +127.0% | +3.5% | +123.5% | +125.9% |
| YTD | +209.1% | +22.0% | +187.1% | +205.3% |
| 1Y | +365.4% | +2.2% | +363.2% | +362.6% |
| 3Y | +1,135.4% | +19.6% | +1,115.8% | +1,116.6% |
| 5Y | +991.5% | -2.3% | +993.8% | +971.1% |
| 10Y | +3,695.8% | +181.4% | +3,514.5% | +3,526.7% |
| All | +8,055.0% | +755.0% | +7,300.0% | +8,132.4% |
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