+28.1%
SW vs EME
-3.1%
+31.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -9.6% | +13.7% | +5.1% |
| 7D | +12.1% | -5.8% | +17.8% | +12.5% |
| 30D | +6.6% | -17.9% | +24.5% | +9.1% |
| 3M | -6.0% | -22.0% | +16.0% | -3.1% |
| 6M | +21.5% | -29.7% | +51.2% | +29.5% |
| YTD | +20.3% | +4.7% | +15.6% | +17.2% |
| 1Y | +28.1% | -2.1% | +30.3% | +27.0% |
| All | +28.1% | -3.1% | +31.2% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 1y: compounded portfolio wealth divided by compounded EME 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…
1y analysis · Full analysis span regression · 6 months rolling