+182.7%
SW vs FTI
+184.4%
-1.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.1% | -4.1% | -1.3% |
| 7D | +2.3% | -7.6% | +10.0% | +3.1% |
| 30D | +6.8% | -7.1% | +13.9% | +7.4% |
| 3M | -5.2% | -8.7% | +3.5% | -4.6% |
| 6M | +7.4% | -14.0% | +21.4% | +8.6% |
| YTD | +17.4% | +42.8% | -25.4% | +12.2% |
| 1Y | +27.1% | +50.4% | -23.3% | +20.8% |
| 3Y | +47.9% | +194.1% | -146.3% | +31.0% |
| 5Y | -2.6% | +775.2% | -777.8% | -22.9% |
| All | +182.7% | +184.4% | -1.7% | +143.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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