-0.1%
SW vs ESI
+39.1%
-39.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -4.6% | +8.7% | +5.9% |
| 7D | +12.1% | -6.6% | +18.6% | +14.8% |
| 30D | +6.6% | -10.9% | +17.5% | +10.8% |
| 3M | -6.0% | -13.8% | +7.8% | -1.4% |
| 6M | +21.5% | -21.5% | +43.0% | +30.9% |
| YTD | +20.3% | +34.7% | -14.3% | +0.5% |
| 1Y | +28.1% | +24.9% | +3.3% | +10.5% |
| 3Y | +51.6% | +78.7% | -27.1% | +9.3% |
| 5Y | -0.1% | +36.4% | -36.5% | -26.3% |
| All | -0.1% | +39.1% | -39.2% | -26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling