+755.0%
SW vs BR
+1,015.9%
-260.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.4% | +4.6% | +1.8% |
| 7D | -5.1% | -5.3% | +0.2% | -4.3% |
| 30D | -4.6% | +6.4% | -11.0% | -5.6% |
| 3M | +9.4% | +13.6% | -4.3% | +7.1% |
| 6M | +3.5% | -6.7% | +10.2% | +4.2% |
| YTD | +22.0% | -21.1% | +43.1% | +26.0% |
| 1Y | +2.2% | -29.6% | +31.8% | +7.4% |
| 3Y | +19.6% | -2.4% | +22.0% | +20.3% |
| 5Y | -2.3% | +11.2% | -13.6% | -4.1% |
| 10Y | +181.4% | +191.8% | -10.4% | +153.1% |
| All | +755.0% | +1,015.9% | -260.9% | +609.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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