+40.1%
SW vs IDXX
+64.4%
-24.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.1% |
| 7D | -2.9% | +4.2% | -7.1% | -3.9% |
| 30D | +5.0% | +33.1% | -28.1% | -2.6% |
| 3M | -13.7% | +24.2% | -37.9% | -18.5% |
| 6M | +8.0% | +33.2% | -25.2% | +0.2% |
| YTD | +14.0% | +4.1% | +9.9% | +11.6% |
| 1Y | +25.6% | +0.4% | +25.2% | +23.9% |
| 3Y | +40.1% | +62.9% | -22.7% | +12.8% |
| All | +40.1% | +64.4% | -24.2% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 3y: compounded portfolio wealth divided by compounded IDXX 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…
3y analysis · Full analysis span regression · 6 months rolling