+755.0%
SW vs EL
+437.1%
+317.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.0% | -1.7% | +0.8% |
| 7D | -5.1% | +0.8% | -5.9% | -5.2% |
| 30D | -4.6% | +19.8% | -24.4% | -7.2% |
| 3M | +9.4% | +25.7% | -16.3% | +5.8% |
| 6M | +3.5% | +5.4% | -1.9% | +2.1% |
| YTD | +22.0% | +0.2% | +21.8% | +20.9% |
| 1Y | +2.2% | +20.4% | -18.2% | -1.2% |
| 3Y | +19.6% | -32.1% | +51.7% | +18.7% |
| 5Y | -2.3% | -67.2% | +64.8% | +2.1% |
| 10Y | +181.4% | +31.7% | +149.6% | +172.5% |
| All | +755.0% | +437.1% | +317.9% | +787.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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