+120.7%
SW vs TRU
+250.8%
-130.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.5% | -1.7% |
| 7D | +4.7% | +9.8% | -5.2% | +2.4% |
| 30D | +5.0% | +30.7% | -25.7% | -1.5% |
| 3M | -7.3% | +3.8% | -11.2% | -8.5% |
| 6M | +15.0% | +21.9% | -6.9% | +9.3% |
| YTD | +18.5% | -2.8% | +21.3% | +17.7% |
| 1Y | +27.1% | +4.8% | +22.3% | +24.2% |
| 3Y | +49.3% | +67.6% | -18.3% | +35.9% |
| 5Y | -1.6% | -25.0% | +23.4% | -3.0% |
| 10Y | +185.4% | +178.6% | +6.8% | +147.2% |
| All | +120.7% | +250.8% | -130.1% | +94.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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