+755.0%
SW vs BG
+48.5%
+706.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.4% | +1.3% |
| 7D | -5.1% | +2.8% | -7.9% | -5.3% |
| 30D | -4.6% | +12.0% | -16.6% | -5.4% |
| 3M | +9.4% | -7.7% | +17.1% | +9.9% |
| 6M | +3.5% | +4.5% | -1.0% | +2.9% |
| YTD | +22.0% | +35.7% | -13.7% | +19.1% |
| 1Y | +2.2% | +50.1% | -47.9% | -1.0% |
| 3Y | +19.6% | +12.6% | +7.0% | +17.4% |
| 5Y | -2.3% | +75.4% | -77.8% | -6.6% |
| 10Y | +181.4% | +150.5% | +30.9% | +161.0% |
| All | +755.0% | +48.5% | +706.5% | +604.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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