-2.3%
SW vs ETR
+127.8%
-130.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.7% | +1.3% |
| 7D | -5.1% | +1.4% | -6.5% | -5.3% |
| 30D | -4.6% | +1.0% | -5.6% | -4.8% |
| 3M | +9.4% | -1.3% | +10.6% | +9.6% |
| 6M | +3.5% | +1.9% | +1.6% | +3.0% |
| YTD | +22.0% | +18.2% | +3.9% | +18.4% |
| 1Y | +2.2% | +24.7% | -22.5% | -1.8% |
| 3Y | +19.6% | +150.7% | -131.1% | +7.3% |
| All | -2.3% | +127.8% | -130.1% | -9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling