+755.0%
SW vs DTE
+624.4%
+130.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.3% |
| 7D | -5.1% | +0.2% | -5.3% | -5.1% |
| 30D | -4.6% | -2.6% | -2.0% | -4.4% |
| 3M | +9.4% | -3.9% | +13.3% | +9.7% |
| 6M | +3.5% | -7.9% | +11.4% | +4.0% |
| YTD | +22.0% | +7.2% | +14.9% | +21.5% |
| 1Y | +2.2% | +3.1% | -0.9% | +2.0% |
| 3Y | +19.6% | +47.6% | -28.0% | +17.3% |
| 5Y | -2.3% | +32.7% | -35.1% | -4.0% |
| 10Y | +181.4% | +138.8% | +42.6% | +174.1% |
| All | +755.0% | +624.4% | +130.6% | +847.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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