+185.4%
SW vs ES
+91.2%
+94.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.1% | -3.6% | -1.9% |
| 7D | +4.7% | +5.9% | -1.3% | +3.4% |
| 30D | +5.0% | +10.2% | -5.2% | +3.0% |
| 3M | -7.3% | +0.4% | -7.7% | -7.5% |
| 6M | +15.0% | +6.9% | +8.1% | +13.4% |
| YTD | +18.5% | +10.5% | +8.0% | +16.1% |
| 1Y | +27.1% | +3.2% | +23.9% | +25.9% |
| 3Y | +49.3% | +49.0% | +0.3% | +37.6% |
| 5Y | -1.6% | +4.5% | -6.1% | -5.0% |
| All | +185.4% | +91.2% | +94.1% | +189.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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