+185.4%
SW vs FN
+663.9%
-478.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -14.2% | +12.7% | -0.2% |
| 7D | +4.7% | -16.0% | +20.6% | +6.1% |
| 30D | +5.0% | -40.1% | +45.1% | +9.7% |
| 3M | -7.3% | -43.9% | +36.6% | -3.1% |
| 6M | +15.0% | -55.6% | +70.6% | +22.2% |
| YTD | +18.5% | -35.7% | +54.2% | +19.4% |
| 1Y | +27.1% | -39.8% | +67.0% | +28.7% |
| 3Y | +49.3% | +80.3% | -31.0% | +30.1% |
| 5Y | -1.6% | +143.3% | -144.9% | -18.1% |
| All | +185.4% | +663.9% | -478.6% | +125.4% |
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