+185.1%
SW vs FTV
+90.8%
+94.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.2% | +1.6% |
| 7D | -5.1% | -4.5% | -0.6% | -3.6% |
| 30D | -4.6% | -7.1% | +2.5% | -2.1% |
| 3M | +9.4% | -7.2% | +16.6% | +12.5% |
| 6M | +3.5% | -1.5% | +5.0% | +4.4% |
| YTD | +22.0% | +3.5% | +18.6% | +20.7% |
| 1Y | +2.2% | +20.3% | -18.1% | -3.8% |
| 3Y | +19.6% | -3.1% | +22.7% | +19.6% |
| 5Y | -2.3% | +2.3% | -4.7% | -5.4% |
| 10Y | +181.4% | +76.3% | +105.0% | +147.2% |
| All | +185.1% | +90.8% | +94.3% | +151.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded FTV 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling