+182.7%
SW vs FTV
+109.5%
+73.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.9% | -0.9% |
| 7D | +2.3% | +0.2% | +2.1% | +2.2% |
| 30D | +6.8% | +15.7% | -8.9% | +1.2% |
| 3M | -5.2% | +7.5% | -12.7% | -7.8% |
| 6M | +7.4% | +8.5% | -1.0% | +4.4% |
| YTD | +17.4% | +18.8% | -1.4% | +10.3% |
| 1Y | +27.1% | +28.5% | -1.4% | +16.4% |
| 3Y | +47.9% | +34.0% | +13.9% | +33.8% |
| 5Y | -2.6% | +12.6% | -15.2% | -9.6% |
| All | +182.7% | +109.5% | +73.2% | +143.9% |
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