+755.0%
SW vs IT
+760.3%
-5.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.6% | +5.9% | +1.8% |
| 7D | -5.1% | -6.0% | +0.9% | -4.5% |
| 30D | -4.6% | 0.0% | -4.6% | -4.7% |
| 3M | +9.4% | +13.1% | -3.7% | +7.2% |
| 6M | +3.5% | +11.7% | -8.2% | +1.2% |
| YTD | +22.0% | -26.1% | +48.1% | +24.6% |
| 1Y | +2.2% | -21.3% | +23.5% | +3.4% |
| 3Y | +19.6% | -46.7% | +66.3% | +26.1% |
| 5Y | -2.3% | -40.5% | +38.2% | +1.1% |
| 10Y | +181.4% | +103.9% | +77.5% | +160.0% |
| All | +755.0% | +760.3% | -5.3% | +610.9% |
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