+330.8%
CME vs SW
+185.4%
+145.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.3% |
| 7D | +3.7% | +4.7% | -1.0% | +3.5% |
| 30D | +13.7% | +5.0% | +8.7% | +13.5% |
| 3M | +16.6% | -7.3% | +23.9% | +16.8% |
| 6M | +8.2% | +15.0% | -6.8% | +7.5% |
| YTD | +16.3% | +18.5% | -2.2% | +15.1% |
| 1Y | +19.1% | +27.1% | -8.0% | +17.4% |
| 3Y | +67.4% | +49.3% | +18.0% | +61.2% |
| 5Y | +71.0% | -1.6% | +72.6% | +66.3% |
| All | +330.8% | +185.4% | +145.4% | +272.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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