+25.6%
SW vs ETR
+19.3%
+6.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -2.9% | +1.2% | -4.1% | -3.3% |
| 30D | +5.0% | +7.0% | -2.0% | +3.3% |
| 3M | -13.7% | +4.6% | -18.3% | -14.6% |
| 6M | +8.0% | +0.1% | +7.9% | +8.0% |
| YTD | +14.0% | +23.2% | -9.2% | +4.0% |
| 1Y | +25.6% | +20.6% | +5.0% | +16.3% |
| All | +25.6% | +19.3% | +6.3% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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