+15.0%
SW vs ETR
-5.2%
+20.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.1% |
| 7D | +4.7% | +0.3% | +4.4% | +4.5% |
| 30D | +5.0% | +6.8% | -1.8% | +3.7% |
| 3M | -7.3% | +3.8% | -11.2% | -7.9% |
| 6M | +15.0% | -5.5% | +20.4% | +15.6% |
| All | +15.0% | -5.2% | +20.1% | +15.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling