+244.2%
FITB vs SW
+182.7%
+61.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.2% | -0.6% |
| 7D | -1.5% | +2.3% | -3.9% | -1.9% |
| 30D | +5.8% | +6.8% | -1.0% | +4.7% |
| 3M | -6.1% | -5.2% | -0.9% | -5.5% |
| 6M | +5.9% | +7.4% | -1.5% | +4.2% |
| YTD | +16.1% | +17.4% | -1.3% | +12.3% |
| 1Y | +28.8% | +27.1% | +1.7% | +23.1% |
| 3Y | +126.0% | +47.9% | +78.2% | +110.5% |
| 5Y | +45.3% | -2.6% | +47.9% | +37.6% |
| All | +244.2% | +182.7% | +61.5% | +181.3% |
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