+19.6%
SW vs M
+117.7%
-98.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | +0.6% |
| 7D | -5.1% | +4.7% | -9.8% | -6.2% |
| 30D | -4.6% | -9.6% | +5.1% | -2.1% |
| 3M | +9.4% | +0.9% | +8.5% | +9.1% |
| 6M | +3.5% | +22.3% | -18.8% | -1.7% |
| YTD | +22.0% | +6.5% | +15.5% | +19.6% |
| 1Y | +2.2% | +38.8% | -36.6% | -5.7% |
| All | +19.6% | +117.7% | -98.1% | -1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling