+755.0%
SW vs ET
+915.5%
-160.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | -5.1% | +0.9% | -6.0% | -5.1% |
| 30D | -4.6% | +7.5% | -12.1% | -4.9% |
| 3M | +9.4% | +11.4% | -2.0% | +8.8% |
| 6M | +3.5% | +18.5% | -15.0% | +2.5% |
| YTD | +22.0% | +37.4% | -15.3% | +19.9% |
| 1Y | +2.2% | +30.9% | -28.7% | +0.7% |
| 3Y | +19.6% | +98.7% | -79.1% | +16.0% |
| 5Y | -2.3% | +230.7% | -233.0% | -6.7% |
| 10Y | +181.4% | +175.6% | +5.8% | +169.2% |
| All | +755.0% | +915.5% | -160.5% | +913.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling