-2.3%
SW vs FN
+289.0%
-291.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.1% | -1.9% | +0.9% |
| 7D | -5.1% | -1.7% | -3.4% | -4.9% |
| 30D | -4.6% | -22.0% | +17.4% | -2.1% |
| 3M | +9.4% | -43.0% | +52.4% | +16.3% |
| 6M | +3.5% | -27.7% | +31.3% | +5.1% |
| YTD | +22.0% | -10.5% | +32.5% | +19.0% |
| 1Y | +2.2% | +12.5% | -10.3% | -4.6% |
| 3Y | +19.6% | +153.8% | -134.2% | -6.8% |
| All | -2.3% | +289.0% | -291.4% | -30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling