+27.1%
SW vs AG
+33.1%
-6.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | -1.0% |
| 7D | +4.7% | -2.9% | +7.5% | +5.0% |
| 30D | +5.0% | -15.1% | +20.1% | +7.4% |
| 3M | -7.3% | -15.4% | +8.0% | -5.7% |
| 6M | +15.0% | -21.9% | +36.9% | +17.6% |
| YTD | +18.5% | -10.4% | +29.0% | +21.1% |
| 1Y | +27.1% | +39.8% | -12.7% | +26.9% |
| All | +27.1% | +33.1% | -6.0% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 1y: compounded portfolio wealth divided by compounded AG 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…
1y analysis · Full analysis span regression · 6 months rolling