+189.7%
SW vs FN
+789.5%
-599.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -6.0% | +10.0% | +4.6% |
| 7D | +12.1% | -7.0% | +19.0% | +12.6% |
| 30D | +6.6% | -24.7% | +31.3% | +9.0% |
| 3M | -6.0% | -35.7% | +29.7% | -2.8% |
| 6M | +21.5% | -52.4% | +73.9% | +28.5% |
| YTD | +20.3% | -25.0% | +45.3% | +19.6% |
| 1Y | +28.1% | -25.7% | +53.8% | +27.2% |
| 3Y | +51.6% | +110.2% | -58.6% | +30.4% |
| 5Y | -0.1% | +192.3% | -192.5% | -18.1% |
| 10Y | +189.7% | +812.3% | -622.5% | +125.9% |
| All | +189.7% | +789.5% | -599.7% | +125.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling