+15.0%
SW vs EFV
-46.5%
+61.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -50.9% | +49.4% | +3.0% |
| 7D | +4.7% | -49.8% | +54.5% | +5.5% |
| 30D | +5.0% | -49.4% | +54.4% | +4.4% |
| 3M | -7.3% | -51.0% | +43.7% | -2.3% |
| 6M | +15.0% | -46.8% | +61.8% | +3.7% |
| All | +15.0% | -46.5% | +61.5% | +3.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling