-2.3%
SW vs FLR
+242.2%
-244.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +1.7% |
| 7D | -5.1% | +5.4% | -10.5% | -6.0% |
| 30D | -4.6% | +11.4% | -16.0% | -6.7% |
| 3M | +9.4% | +11.4% | -2.0% | +6.6% |
| 6M | +3.5% | +16.6% | -13.1% | -0.4% |
| YTD | +22.0% | +41.7% | -19.7% | +13.3% |
| 1Y | +2.2% | +35.4% | -33.2% | -4.6% |
| 3Y | +19.6% | +57.3% | -37.7% | +6.5% |
| All | -2.3% | +242.2% | -244.6% | -15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling