+743.1%
SW vs FE
+35.2%
+707.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | 0.0% | +4.1% | +4.1% |
| 7D | +12.1% | +1.7% | +10.4% | +11.9% |
| 30D | +6.6% | +8.1% | -1.6% | +6.0% |
| 3M | -6.0% | -1.3% | -4.7% | -5.9% |
| 6M | +21.5% | +2.9% | +18.6% | +21.2% |
| YTD | +20.3% | +8.6% | +11.8% | +19.6% |
| 1Y | +28.1% | +6.3% | +21.8% | +27.6% |
| 3Y | +51.6% | +45.1% | +6.5% | +47.4% |
| 5Y | -0.1% | +47.1% | -47.3% | -3.2% |
| 10Y | +189.7% | +110.6% | +79.1% | +178.5% |
| All | +743.1% | +35.2% | +707.9% | +803.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling