+19.6%
SW vs FFIV
+136.9%
-117.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | -5.1% | -1.0% | -4.1% | -4.9% |
| 30D | -4.6% | -5.1% | +0.5% | -3.4% |
| 3M | +9.4% | -4.5% | +13.8% | +10.3% |
| 6M | +3.5% | +36.5% | -33.0% | -7.3% |
| YTD | +22.0% | +53.0% | -30.9% | +4.5% |
| 1Y | +2.2% | +24.2% | -22.0% | -6.2% |
| All | +19.6% | +136.9% | -117.3% | -7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling