+755.0%
SW vs ES
+395.4%
+359.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.8% | +1.3% |
| 7D | -5.1% | +0.3% | -5.4% | -5.1% |
| 30D | -4.6% | -2.0% | -2.6% | -4.4% |
| 3M | +9.4% | +1.7% | +7.7% | +9.2% |
| 6M | +3.5% | -3.5% | +7.1% | +3.8% |
| YTD | +22.0% | +7.9% | +14.1% | +21.2% |
| 1Y | +2.2% | +17.2% | -15.0% | +0.8% |
| 3Y | +19.6% | +29.3% | -9.7% | +16.8% |
| 5Y | -2.3% | -5.7% | +3.4% | -3.5% |
| 10Y | +181.4% | +85.2% | +96.1% | +186.7% |
| All | +755.0% | +395.4% | +359.6% | +934.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling