-80.8%
FIG vs SW
+3.1%
-84.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.1% | +1.2% | +4.6% |
| 7D | -4.7% | +12.1% | -16.7% | -6.4% |
| 30D | +0.5% | +6.6% | -6.0% | -0.5% |
| 3M | -18.4% | -6.0% | -12.4% | -17.7% |
| 6M | +10.9% | +21.5% | -10.6% | +7.5% |
| YTD | -40.8% | +20.3% | -61.1% | -45.3% |
| 1Y | -51.7% | +28.1% | -79.8% | -56.9% |
| All | -80.8% | +3.1% | -84.0% | -81.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling