+27.1%
SW vs ES
+1.7%
+25.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.1% | -3.6% | -2.2% |
| 7D | +4.7% | +5.9% | -1.3% | +2.7% |
| 30D | +5.0% | +10.2% | -5.2% | +1.8% |
| 3M | -7.3% | +0.4% | -7.7% | -7.6% |
| 6M | +15.0% | +6.9% | +8.1% | +13.1% |
| YTD | +18.5% | +10.5% | +8.0% | +15.2% |
| 1Y | +27.1% | +3.2% | +23.9% | +24.7% |
| All | +27.1% | +1.7% | +25.4% | +24.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling