+72.3%
SW vs SITM
+4,608.4%
-4,536.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.5% | -5.3% | +0.6% |
| 7D | -5.1% | +9.7% | -14.8% | -6.0% |
| 30D | -4.6% | +12.7% | -17.3% | -6.4% |
| 3M | +9.4% | -13.4% | +22.8% | +9.6% |
| 6M | +3.5% | +59.6% | -56.1% | -3.7% |
| YTD | +22.0% | +73.3% | -51.3% | +12.0% |
| 1Y | +2.2% | +165.5% | -163.3% | -11.0% |
| 3Y | +19.6% | +368.7% | -349.1% | -5.2% |
| 5Y | -2.3% | +172.5% | -174.8% | -22.8% |
| All | +72.3% | +4,608.4% | -4,536.1% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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