-84.0%
FIG vs SW
+1.6%
-85.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.5% | -15.2% | -16.4% |
| 7D | -17.4% | +4.7% | -22.0% | -17.9% |
| 30D | -15.9% | +5.0% | -20.9% | -16.5% |
| 3M | -34.5% | -7.3% | -27.2% | -33.7% |
| 6M | -5.0% | +15.0% | -20.0% | -6.8% |
| YTD | -50.7% | +18.5% | -69.2% | -54.3% |
| 1Y | -58.1% | +27.1% | -85.2% | -62.6% |
| All | -84.0% | +1.6% | -85.6% | -84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 10y: compounded portfolio wealth divided by compounded SW 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…
10y analysis · Full analysis span regression · 6 months rolling