+19.6%
SW vs EMB
+30.3%
-10.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.2% | +1.2% |
| 7D | -5.1% | 0.0% | -5.1% | -5.1% |
| 30D | -4.6% | -0.3% | -4.3% | -3.9% |
| 3M | +9.4% | -0.4% | +9.8% | +10.8% |
| 6M | +3.5% | +0.1% | +3.4% | +4.1% |
| YTD | +22.0% | +1.6% | +20.4% | +19.9% |
| 1Y | +2.2% | +5.6% | -3.4% | -5.4% |
| All | +19.6% | +30.3% | -10.7% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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