+755.0%
SW vs GEN
+325.7%
+429.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.4% | +1.5% |
| 7D | -5.1% | -1.2% | -3.9% | -5.0% |
| 30D | -4.6% | +10.1% | -14.7% | -5.5% |
| 3M | +9.4% | +16.1% | -6.7% | +7.8% |
| 6M | +3.5% | +38.9% | -35.3% | +0.1% |
| YTD | +22.0% | +14.4% | +7.6% | +20.1% |
| 1Y | +2.2% | +5.9% | -3.7% | +1.3% |
| 3Y | +19.6% | +58.8% | -39.2% | +15.2% |
| 5Y | -2.3% | +24.7% | -27.0% | -5.4% |
| 10Y | +181.4% | +163.1% | +18.3% | +155.8% |
| All | +755.0% | +325.7% | +429.3% | +677.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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