-79.1%
FIG vs SW
+4.6%
-83.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.3% | -5.6% | -4.5% |
| 7D | -16.3% | -5.1% | -11.2% | -15.7% |
| 30D | -14.3% | -4.6% | -9.7% | -13.7% |
| 3M | +7.2% | +9.4% | -2.2% | +6.0% |
| 6M | -18.6% | +3.5% | -22.1% | -17.4% |
| YTD | -35.5% | +22.0% | -57.5% | -40.4% |
| 1Y | -55.8% | +2.2% | -58.0% | -59.4% |
| All | -79.1% | +4.6% | -83.7% | -80.0% |
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