-0.1%
SW vs FIVE
+23.2%
-23.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +6.7% | -2.6% | +2.6% |
| 7D | +12.1% | +7.5% | +4.6% | +10.3% |
| 30D | +6.6% | +16.7% | -10.2% | +3.0% |
| 3M | -6.0% | +13.4% | -19.4% | -8.8% |
| 6M | +21.5% | +9.0% | +12.4% | +18.3% |
| YTD | +20.3% | +33.8% | -13.5% | +11.6% |
| 1Y | +28.1% | +61.2% | -33.0% | +14.1% |
| 3Y | +51.6% | +42.1% | +9.5% | +27.8% |
| 5Y | -0.1% | +21.4% | -21.5% | -19.4% |
| All | -0.1% | +23.2% | -23.3% | -19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling