+26.5%
SW vs ET
+25.1%
+1.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -2.6% | +1.8% | -4.3% | -1.8% |
| 30D | +7.2% | -3.0% | +10.2% | +5.9% |
| 3M | -10.5% | -4.7% | -5.8% | -12.3% |
| 6M | +9.9% | +2.7% | +7.2% | +11.6% |
| YTD | +17.2% | +26.5% | -9.3% | +21.4% |
| 1Y | +26.5% | +25.0% | +1.5% | +31.1% |
| All | +26.5% | +25.1% | +1.4% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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