+28.2%
SW vs EME
-1.5%
+29.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.3% | -7.1% | -0.6% |
| 7D | +1.8% | -4.4% | +6.2% | +2.1% |
| 30D | +7.0% | -17.3% | +24.3% | +9.5% |
| 3M | -7.6% | -20.0% | +12.4% | -5.1% |
| 6M | +8.5% | -29.1% | +37.6% | +15.9% |
| YTD | +17.7% | +6.9% | +10.7% | +13.6% |
| All | +28.2% | -1.5% | +29.7% | +26.9% |
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