+19.6%
SW vs FGI
-4.4%
+24.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.5% | -6.3% | +1.1% |
| 7D | -5.1% | +0.5% | -5.6% | -5.1% |
| 30D | -4.6% | +65.4% | -70.0% | -6.1% |
| 3M | +9.4% | +23.5% | -14.1% | +8.0% |
| 6M | +3.5% | +60.5% | -57.0% | +1.3% |
| YTD | +22.0% | +30.0% | -8.0% | +19.7% |
| 1Y | +2.2% | +82.1% | -79.9% | +0.2% |
| All | +19.6% | -4.4% | +24.0% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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