+189.7%
SW vs ESI
+344.4%
-154.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -4.6% | +8.7% | +5.2% |
| 7D | +12.1% | -6.6% | +18.6% | +13.8% |
| 30D | +6.6% | -10.9% | +17.5% | +9.2% |
| 3M | -6.0% | -13.8% | +7.8% | -3.2% |
| 6M | +21.5% | -21.5% | +43.0% | +27.3% |
| YTD | +20.3% | +34.7% | -14.3% | +10.1% |
| 1Y | +28.1% | +24.9% | +3.3% | +19.2% |
| 3Y | +51.6% | +78.7% | -27.1% | +30.3% |
| 5Y | -0.1% | +36.4% | -36.5% | -12.2% |
| 10Y | +189.7% | +358.5% | -168.7% | +113.5% |
| All | +189.7% | +344.4% | -154.7% | +113.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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