+21.5%
SW vs ES
+2.2%
+19.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.1% | +2.0% | +3.1% |
| 7D | +12.1% | +5.3% | +6.7% | +9.5% |
| 30D | +6.6% | +8.9% | -2.4% | +2.8% |
| 3M | -6.0% | -1.9% | -4.1% | -5.3% |
| 6M | +21.5% | +3.9% | +17.6% | +22.9% |
| All | +21.5% | +2.2% | +19.3% | +22.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling