+47.9%
SW vs ET
+73.7%
-25.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.1% |
| 7D | +2.3% | -7.9% | +10.2% | +5.3% |
| 30D | +6.8% | -5.9% | +12.7% | +8.9% |
| 3M | -5.2% | -5.2% | 0.0% | -3.9% |
| 6M | +7.4% | +0.3% | +7.2% | +5.7% |
| YTD | +17.4% | +23.1% | -5.7% | +2.2% |
| 1Y | +27.1% | +22.7% | +4.3% | +10.6% |
| 3Y | +47.9% | +75.4% | -27.5% | +11.9% |
| All | +47.9% | +73.7% | -25.8% | +11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling