+8.9%
SW vs FGI
-70.3%
+79.2%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -5.0% | +9.1% | +4.1% |
| 7D | +12.1% | +3.3% | +8.7% | +12.0% |
| 30D | +6.6% | -2.0% | +8.6% | +6.6% |
| 3M | -6.0% | +60.3% | -66.3% | -7.3% |
| 6M | +21.5% | +0.7% | +20.7% | +20.2% |
| YTD | +20.3% | +30.2% | -9.8% | +18.3% |
| 1Y | +28.1% | +44.4% | -16.2% | +26.0% |
| 3Y | +51.6% | -0.4% | +52.0% | +49.8% |
| All | +8.9% | -70.3% | +79.2% | +5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling