+51.6%
SW vs EFV
+90.4%
-38.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.1% | +0.9% | +0.3% |
| 7D | +12.1% | +2.9% | +9.2% | +8.3% |
| 30D | +6.6% | +3.6% | +3.0% | +2.2% |
| 3M | -6.0% | -0.1% | -5.9% | -5.7% |
| 6M | +21.5% | +9.6% | +11.9% | +9.7% |
| YTD | +20.3% | +17.0% | +3.4% | +1.2% |
| 1Y | +28.1% | +25.7% | +2.5% | -0.2% |
| All | +51.6% | +90.4% | -38.8% | -21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling