+185.4%
SW vs FTV
+109.7%
+75.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.3% | +2.8% | 0.0% |
| 7D | +4.7% | -0.6% | +5.3% | +4.9% |
| 30D | +5.0% | +13.0% | -8.0% | +0.4% |
| 3M | -7.3% | +6.8% | -14.1% | -9.6% |
| 6M | +15.0% | +8.0% | +6.9% | +11.9% |
| YTD | +18.5% | +18.9% | -0.4% | +11.3% |
| 1Y | +27.1% | +30.8% | -3.7% | +15.7% |
| 3Y | +49.3% | +33.4% | +15.9% | +35.2% |
| 5Y | -1.6% | +12.7% | -14.3% | -8.7% |
| All | +185.4% | +109.7% | +75.7% | +146.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling