+185.4%
SW vs M
+0.4%
+184.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.9% | +4.4% | -0.9% |
| 7D | +4.7% | -2.1% | +6.8% | +4.9% |
| 30D | +5.0% | +7.7% | -2.7% | +4.1% |
| 3M | -7.3% | -4.4% | -3.0% | -7.0% |
| 6M | +15.0% | +27.5% | -12.5% | +12.1% |
| YTD | +18.5% | +12.8% | +5.8% | +16.8% |
| 1Y | +27.1% | +20.7% | +6.4% | +24.5% |
| 3Y | +49.3% | +111.3% | -62.0% | +37.6% |
| 5Y | -1.6% | -6.3% | +4.7% | -6.8% |
| All | +185.4% | +0.4% | +184.9% | +137.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling