+183.3%
SW vs EME
+996.0%
-812.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.3% | -7.1% | -1.2% |
| 7D | +1.8% | -4.4% | +6.2% | +2.4% |
| 30D | +7.0% | -17.3% | +24.3% | +10.6% |
| 3M | -7.6% | -20.0% | +12.4% | -4.1% |
| 6M | +8.5% | -29.1% | +37.6% | +15.1% |
| YTD | +17.7% | +6.9% | +10.7% | +13.9% |
| 1Y | +27.1% | +0.8% | +26.3% | +24.4% |
| 3Y | +48.2% | +214.4% | -166.2% | +15.4% |
| 5Y | -2.3% | +404.2% | -406.5% | -30.6% |
| 10Y | +183.3% | +941.9% | -758.6% | +77.5% |
| All | +183.3% | +996.0% | -812.7% | +77.5% |
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