+182.7%
SW vs EME
+933.6%
-750.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.1% | -1.4% |
| 7D | +2.3% | -10.5% | +12.8% | +4.2% |
| 30D | +6.8% | -22.4% | +29.2% | +11.8% |
| 3M | -5.2% | -24.7% | +19.5% | -0.4% |
| 6M | +7.4% | -35.5% | +42.9% | +16.0% |
| YTD | +17.4% | -0.3% | +17.7% | +15.2% |
| 1Y | +27.1% | -6.7% | +33.8% | +26.4% |
| 3Y | +47.9% | +190.6% | -142.8% | +17.1% |
| 5Y | -2.6% | +367.3% | -369.8% | -29.6% |
| All | +182.7% | +933.6% | -750.9% | +80.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling