+2.2%
SW vs FTV
+21.7%
-19.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.2% | +1.9% |
| 7D | -5.1% | -4.5% | -0.6% | -2.4% |
| 30D | -4.6% | -7.1% | +2.5% | -0.2% |
| 3M | +9.4% | -7.2% | +16.6% | +14.8% |
| 6M | +3.5% | -1.5% | +5.0% | +5.1% |
| YTD | +22.0% | +3.5% | +18.6% | +17.6% |
| 1Y | +2.2% | +20.3% | -18.1% | -7.1% |
| All | +2.2% | +21.7% | -19.5% | -7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling