+189.7%
SW vs FIVE
+615.3%
-425.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +6.7% | -2.6% | +3.0% |
| 7D | +12.1% | +7.5% | +4.6% | +10.8% |
| 30D | +6.6% | +16.7% | -10.2% | +3.9% |
| 3M | -6.0% | +13.4% | -19.4% | -8.0% |
| 6M | +21.5% | +9.0% | +12.4% | +19.2% |
| YTD | +20.3% | +33.8% | -13.5% | +14.0% |
| 1Y | +28.1% | +61.2% | -33.0% | +17.8% |
| 3Y | +51.6% | +42.1% | +9.5% | +34.6% |
| 5Y | -0.1% | +21.4% | -21.5% | -11.9% |
| 10Y | +189.7% | +609.1% | -419.3% | +136.6% |
| All | +189.7% | +615.3% | -425.6% | +136.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling