+755.0%
SW vs FTI
+221.4%
+533.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | -5.1% | +5.3% | -10.4% | -5.5% |
| 30D | -4.6% | +15.3% | -19.9% | -5.7% |
| 3M | +9.4% | +15.8% | -6.4% | +7.9% |
| 6M | +3.5% | +22.6% | -19.1% | +1.6% |
| YTD | +22.0% | +79.5% | -57.5% | +16.2% |
| 1Y | +2.2% | +102.0% | -99.8% | -3.7% |
| 3Y | +19.6% | +315.8% | -296.2% | +6.7% |
| 5Y | -2.3% | +1,129.5% | -1,131.8% | -19.9% |
| 10Y | +181.4% | +320.9% | -139.6% | +136.8% |
| All | +755.0% | +221.4% | +533.6% | +615.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling