+27.1%
SW vs FLR
-1.9%
+29.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.3% | -4.3% | -1.6% |
| 7D | +2.3% | -0.8% | +3.1% | +2.4% |
| 30D | +6.8% | -9.1% | +15.9% | +8.7% |
| 3M | -5.2% | -4.7% | -0.5% | -5.1% |
| 6M | +7.4% | -14.2% | +21.7% | +8.6% |
| YTD | +17.4% | +17.3% | +0.1% | +8.1% |
| 1Y | +27.1% | +4.3% | +22.8% | +22.0% |
| All | +27.1% | -1.9% | +29.0% | +22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling