+755.0%
SW vs FLR
-29.4%
+784.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +1.4% |
| 7D | -5.1% | +5.4% | -10.5% | -5.4% |
| 30D | -4.6% | +11.4% | -16.0% | -5.2% |
| 3M | +9.4% | +11.4% | -2.0% | +8.6% |
| 6M | +3.5% | +16.6% | -13.1% | +2.4% |
| YTD | +22.0% | +41.7% | -19.7% | +19.5% |
| 1Y | +2.2% | +35.4% | -33.2% | +0.2% |
| 3Y | +19.6% | +57.3% | -37.7% | +16.1% |
| 5Y | -2.3% | +241.0% | -243.3% | -7.1% |
| 10Y | +181.4% | +16.6% | +164.7% | +205.0% |
| All | +755.0% | -29.4% | +784.4% | +801.9% |
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