+743.1%
SW vs SM
-38.7%
+781.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -15.3% | +19.4% | +4.2% |
| 7D | +12.1% | -21.5% | +33.5% | +12.3% |
| 30D | +6.6% | -11.4% | +17.9% | +6.7% |
| 3M | -6.0% | +0.6% | -6.6% | -6.1% |
| 6M | +21.5% | +0.2% | +21.2% | +21.2% |
| YTD | +20.3% | +69.7% | -49.3% | +18.7% |
| 1Y | +28.1% | +71.6% | -43.4% | +26.4% |
| 3Y | +51.6% | -16.9% | +68.5% | +50.6% |
| 5Y | -0.1% | -3.2% | +3.1% | -0.9% |
| 10Y | +189.7% | +15.5% | +174.2% | +193.2% |
| All | +743.1% | -38.7% | +781.7% | +813.7% |
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