+49.3%
SW vs EME
+185.5%
-136.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.9% | +5.4% | +0.1% |
| 7D | +4.7% | -13.6% | +18.3% | +8.0% |
| 30D | +5.0% | -27.8% | +32.8% | +13.3% |
| 3M | -7.3% | -27.6% | +20.2% | -0.4% |
| 6M | +15.0% | -36.1% | +51.1% | +28.0% |
| YTD | +18.5% | -2.5% | +21.0% | +14.9% |
| 1Y | +27.1% | -11.7% | +38.8% | +27.0% |
| All | +49.3% | +185.5% | -136.2% | -3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling