+743.1%
SW vs ROP
+711.1%
+31.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.9% | +0.1% | +3.6% |
| 7D | +12.1% | +11.7% | +0.3% | +10.5% |
| 30D | +6.6% | +35.5% | -28.9% | +2.4% |
| 3M | -6.0% | +25.3% | -31.3% | -8.8% |
| 6M | +21.5% | +38.9% | -17.4% | +16.1% |
| YTD | +20.3% | +11.4% | +9.0% | +18.1% |
| 1Y | +28.1% | +10.3% | +17.8% | +26.0% |
| 3Y | +51.6% | -0.2% | +51.8% | +51.1% |
| 5Y | -0.1% | +4.1% | -4.2% | -1.4% |
| 10Y | +189.7% | +208.2% | -18.5% | +162.3% |
| All | +743.1% | +711.1% | +31.9% | +800.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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