+51.6%
SW vs ETR
+149.5%
-98.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.7% | +1.3% | +3.4% |
| 7D | +12.1% | +3.7% | +8.3% | +11.1% |
| 30D | +6.6% | +11.0% | -4.4% | +4.0% |
| 3M | -6.0% | +3.4% | -9.4% | -6.8% |
| 6M | +21.5% | -3.3% | +24.8% | +22.2% |
| YTD | +20.3% | +23.3% | -2.9% | +13.9% |
| 1Y | +28.1% | +19.2% | +9.0% | +22.2% |
| All | +51.6% | +149.5% | -98.0% | +33.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling