-2.3%
SW vs FFIV
+91.3%
-93.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.5% |
| 3M | +9.4% | -4.5% | +13.8% | +10.2% |
| 6M | +3.5% | +36.5% | -33.0% | -6.0% |
| YTD | +22.0% | +53.0% | -30.9% | +6.8% |
| 1Y | +2.2% | +24.2% | -22.0% | -5.3% |
| 3Y | +19.6% | +137.2% | -117.6% | -6.1% |
| All | -2.3% | +91.3% | -93.6% | -25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling