+730.4%
SW vs ET
+806.4%
-76.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.4% |
| 7D | +4.7% | -8.1% | +12.7% | +5.1% |
| 30D | +5.0% | -7.5% | +12.5% | +5.4% |
| 3M | -7.3% | -4.1% | -3.3% | -7.2% |
| 6M | +15.0% | -2.7% | +17.6% | +15.0% |
| YTD | +18.5% | +22.6% | -4.1% | +17.1% |
| 1Y | +27.1% | +22.0% | +5.1% | +25.6% |
| 3Y | +49.3% | +72.8% | -23.5% | +45.8% |
| 5Y | -1.6% | +201.4% | -203.1% | -5.5% |
| 10Y | +185.4% | +211.8% | -26.4% | +173.9% |
| All | +730.4% | +806.4% | -76.0% | +889.4% |
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