+182.7%
SW vs FLR
+11.0%
+171.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.3% | -4.3% | -1.1% |
| 7D | +2.3% | -0.8% | +3.1% | +2.3% |
| 30D | +6.8% | -9.1% | +15.9% | +7.2% |
| 3M | -5.2% | -4.7% | -0.5% | -5.1% |
| 6M | +7.4% | -14.2% | +21.7% | +7.8% |
| YTD | +17.4% | +17.3% | +0.1% | +16.5% |
| 1Y | +27.1% | +4.3% | +22.8% | +26.5% |
| 3Y | +47.9% | +30.7% | +17.1% | +46.4% |
| 5Y | -2.6% | +101.3% | -103.9% | -2.8% |
| All | +182.7% | +11.0% | +171.7% | +303.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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