-0.1%
SW vs FFIV
+48.7%
-48.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.4% | +4.5% | +4.2% |
| 7D | +12.1% | -9.8% | +21.8% | +14.8% |
| 30D | +6.6% | -28.1% | +34.6% | +14.9% |
| 3M | -6.0% | -20.0% | +14.0% | -1.7% |
| 6M | +21.5% | -0.1% | +21.5% | +19.3% |
| YTD | +20.3% | +29.2% | -8.8% | +9.2% |
| 1Y | +28.1% | +36.6% | -8.4% | +14.3% |
| 3Y | +51.6% | +114.0% | -62.4% | +22.6% |
| 5Y | -0.1% | +48.1% | -48.2% | -16.9% |
| All | -0.1% | +48.7% | -48.9% | -16.9% |
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