+27.1%
SW vs FND
-16.8%
+43.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.6% | +2.1% | +0.3% |
| 7D | +4.7% | +2.2% | +2.4% | +3.1% |
| 30D | +5.0% | +9.6% | -4.6% | -0.3% |
| 3M | -7.3% | -17.9% | +10.6% | +1.9% |
| 6M | +15.0% | +6.6% | +8.4% | +9.4% |
| YTD | +18.5% | -15.5% | +34.0% | +23.3% |
| 1Y | +27.1% | -16.2% | +43.4% | +32.3% |
| All | +27.1% | -16.8% | +43.9% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 1y: compounded portfolio wealth divided by compounded FND 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…
1y analysis · Full analysis span regression · 6 months rolling