+185.4%
SW vs SM
+7.1%
+178.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.6% | +3.1% | -1.4% |
| 7D | +4.7% | -25.1% | +29.8% | +5.3% |
| 30D | +5.0% | -15.6% | +20.6% | +5.3% |
| 3M | -7.3% | +2.7% | -10.0% | -7.6% |
| 6M | +15.0% | -3.8% | +18.8% | +14.6% |
| YTD | +18.5% | +61.8% | -43.3% | +15.6% |
| 1Y | +27.1% | +71.4% | -44.2% | +23.8% |
| 3Y | +49.3% | -20.7% | +70.0% | +47.8% |
| 5Y | -1.6% | -11.5% | +9.9% | -3.1% |
| All | +185.4% | +7.1% | +178.2% | +201.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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