+28.1%
SW vs IT
-17.9%
+46.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.5% | +2.6% | +3.9% |
| 7D | +12.1% | -5.5% | +17.5% | +12.6% |
| 30D | +6.6% | +10.3% | -3.8% | +5.3% |
| 3M | -6.0% | +11.5% | -17.5% | -7.5% |
| 6M | +21.5% | +40.3% | -18.8% | +16.1% |
| YTD | +20.3% | -17.9% | +38.2% | +24.6% |
| 1Y | +28.1% | -8.8% | +36.9% | +27.2% |
| All | +28.1% | -17.9% | +46.1% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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