+755.0%
SW vs EFV
+160.0%
+595.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -5.1% | +1.5% | -6.6% | -5.5% |
| 30D | -4.6% | +1.7% | -6.3% | -5.1% |
| 3M | +9.4% | +8.6% | +0.7% | +6.9% |
| 6M | +3.5% | +11.7% | -8.2% | +0.5% |
| YTD | +22.0% | +19.3% | +2.8% | +16.4% |
| 1Y | +2.2% | +30.2% | -28.0% | -4.7% |
| 3Y | +19.6% | +91.6% | -72.0% | +1.3% |
| 5Y | -2.3% | +96.4% | -98.7% | -18.0% |
| 10Y | +181.4% | +166.5% | +14.9% | +121.7% |
| All | +755.0% | +160.0% | +595.0% | +648.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling