+755.0%
SW vs SM
-28.0%
+783.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +1.3% |
| 7D | -5.1% | +0.1% | -5.2% | -5.1% |
| 30D | -4.6% | +26.3% | -30.9% | -4.9% |
| 3M | +9.4% | +8.7% | +0.7% | +9.2% |
| 6M | +3.5% | +51.7% | -48.2% | +2.6% |
| YTD | +22.0% | +99.0% | -77.0% | +20.3% |
| 1Y | +2.2% | +34.6% | -32.4% | +1.4% |
| 3Y | +19.6% | -7.8% | +27.3% | +18.7% |
| 5Y | -2.3% | +104.8% | -107.1% | -3.1% |
| 10Y | +181.4% | +7.2% | +174.1% | +183.6% |
| All | +755.0% | -28.0% | +783.0% | +825.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling