+49.3%
SW vs FTV
+33.3%
+16.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.3% | +2.8% | +1.1% |
| 7D | +4.7% | -0.6% | +5.3% | +5.0% |
| 30D | +5.0% | +13.0% | -8.0% | -2.8% |
| 3M | -7.3% | +6.8% | -14.1% | -11.2% |
| 6M | +15.0% | +8.0% | +6.9% | +9.6% |
| YTD | +18.5% | +18.9% | -0.4% | +5.5% |
| 1Y | +27.1% | +30.8% | -3.7% | +6.8% |
| All | +49.3% | +33.3% | +16.0% | +29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling