+25.7%
SW vs EFV
+19.3%
+6.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.7% |
| 7D | -3.0% | +0.7% | -3.7% | -4.1% |
| 30D | +4.2% | +2.0% | +2.2% | +1.1% |
| 3M | -11.5% | -1.6% | -9.9% | -9.2% |
| 6M | +8.6% | +5.8% | +2.8% | +0.3% |
| YTD | +15.0% | +15.6% | -0.7% | -8.5% |
| 1Y | +25.7% | +19.0% | +6.7% | -5.0% |
| All | +25.7% | +19.3% | +6.4% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling