+185.4%
SW vs FE
+108.3%
+77.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | +4.7% | +0.6% | +4.1% | +4.6% |
| 30D | +5.0% | +6.4% | -1.4% | +4.2% |
| 3M | -7.3% | -0.5% | -6.9% | -7.3% |
| 6M | +15.0% | +4.7% | +10.2% | +14.4% |
| YTD | +18.5% | +8.4% | +10.1% | +17.4% |
| 1Y | +27.1% | +7.2% | +19.9% | +26.1% |
| 3Y | +49.3% | +44.9% | +4.4% | +42.7% |
| 5Y | -1.6% | +46.3% | -47.9% | -6.6% |
| All | +185.4% | +108.3% | +77.1% | +190.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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