-2.3%
SW vs ET
+203.7%
-206.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | 0.0% |
| 7D | +1.8% | -4.4% | +6.3% | +3.1% |
| 30D | +7.0% | -4.8% | +11.8% | +8.4% |
| 3M | -7.6% | -3.4% | -4.2% | -7.0% |
| 6M | +8.5% | +2.2% | +6.4% | +6.8% |
| YTD | +17.7% | +24.2% | -6.5% | +7.1% |
| 1Y | +27.1% | +24.5% | +2.6% | +15.4% |
| 3Y | +48.2% | +83.6% | -35.4% | +21.6% |
| 5Y | -2.3% | +203.4% | -205.7% | -28.7% |
| All | -2.3% | +203.7% | -206.0% | -28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling