+730.4%
SW vs FLR
-43.5%
+773.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.5% | +4.0% | -1.2% |
| 7D | +4.7% | -5.4% | +10.1% | +5.0% |
| 30D | +5.0% | -13.5% | +18.5% | +5.8% |
| 3M | -7.3% | -10.8% | +3.5% | -6.9% |
| 6M | +15.0% | -15.1% | +30.1% | +15.6% |
| YTD | +18.5% | +13.5% | +5.0% | +17.4% |
| 1Y | +27.1% | -5.1% | +32.3% | +27.0% |
| 3Y | +49.3% | +22.7% | +26.6% | +46.8% |
| 5Y | -1.6% | +94.8% | -96.4% | -4.6% |
| 10Y | +185.4% | +8.7% | +176.6% | +209.6% |
| All | +730.4% | -43.5% | +773.8% | +785.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling