+743.1%
SW vs FLR
-40.2%
+783.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.8% | +4.9% | +4.1% |
| 7D | +12.1% | +1.4% | +10.7% | +12.0% |
| 30D | +6.6% | -5.9% | +12.5% | +6.9% |
| 3M | -6.0% | -7.6% | +1.6% | -5.8% |
| 6M | +21.5% | -9.3% | +30.8% | +21.7% |
| YTD | +20.3% | +20.1% | +0.2% | +18.8% |
| 1Y | +28.1% | +3.0% | +25.1% | +27.4% |
| 3Y | +51.6% | +29.9% | +21.7% | +48.6% |
| 5Y | -0.1% | +134.6% | -134.8% | -3.7% |
| 10Y | +189.7% | +15.1% | +174.6% | +213.3% |
| All | +743.1% | -40.2% | +783.2% | +796.7% |
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