+730.4%
SW vs EFV
+25.1%
+705.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -50.9% | +49.4% | +10.9% |
| 7D | +4.7% | -49.8% | +54.5% | +17.1% |
| 30D | +5.0% | -49.4% | +54.4% | +17.2% |
| 3M | -7.3% | -51.0% | +43.7% | +4.5% |
| 6M | +15.0% | -46.8% | +61.8% | +26.7% |
| YTD | +18.5% | -42.6% | +61.1% | +28.1% |
| 1Y | +27.1% | -38.8% | +65.9% | +35.0% |
| 3Y | +49.3% | -6.7% | +56.0% | +42.9% |
| 5Y | -1.6% | -4.8% | +3.2% | -6.5% |
| 10Y | +185.4% | +32.2% | +153.2% | +153.9% |
| All | +730.4% | +25.1% | +705.3% | +723.2% |
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