+185.4%
SW vs FFIV
+126.7%
+58.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.5% | +3.9% | -0.5% |
| 7D | +4.7% | -14.2% | +18.9% | +7.7% |
| 30D | +5.0% | -33.6% | +38.6% | +13.1% |
| 3M | -7.3% | -24.2% | +16.9% | -3.0% |
| 6M | +15.0% | -8.3% | +23.3% | +15.7% |
| YTD | +18.5% | +22.1% | -3.6% | +12.1% |
| 1Y | +27.1% | +26.5% | +0.7% | +19.3% |
| 3Y | +49.3% | +102.3% | -53.0% | +29.9% |
| 5Y | -1.6% | +40.6% | -42.3% | -11.5% |
| All | +185.4% | +126.7% | +58.7% | +143.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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