+19.6%
SW vs FTI
+314.3%
-294.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | -5.1% | +5.3% | -10.4% | -6.3% |
| 30D | -4.6% | +15.3% | -19.9% | -7.9% |
| 3M | +9.4% | +15.8% | -6.4% | +4.9% |
| 6M | +3.5% | +22.6% | -19.1% | -3.0% |
| YTD | +22.0% | +79.5% | -57.5% | +2.4% |
| 1Y | +2.2% | +102.0% | -99.8% | -17.4% |
| All | +19.6% | +314.3% | -294.7% | -18.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling