+730.4%
SW vs IT
+814.0%
-83.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.4% | +2.9% | -1.0% |
| 7D | +4.7% | -12.0% | +16.6% | +6.0% |
| 30D | +5.0% | +7.1% | -2.1% | +4.0% |
| 3M | -7.3% | +6.3% | -13.6% | -8.3% |
| 6M | +15.0% | +32.5% | -17.5% | +10.2% |
| YTD | +18.5% | -21.5% | +40.0% | +19.9% |
| 1Y | +27.1% | -16.5% | +43.6% | +27.6% |
| 3Y | +49.3% | -48.8% | +98.1% | +57.6% |
| 5Y | -1.6% | -40.2% | +38.6% | +1.4% |
| 10Y | +185.4% | +112.1% | +73.3% | +161.8% |
| All | +730.4% | +814.0% | -83.7% | +583.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling