-2.3%
SW vs FTV
+2.3%
-4.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.2% | +1.8% |
| 7D | -5.1% | -4.5% | -0.6% | -2.8% |
| 30D | -4.6% | -7.1% | +2.5% | -0.9% |
| 3M | +9.4% | -7.2% | +16.6% | +13.9% |
| 6M | +3.5% | -1.5% | +5.0% | +4.7% |
| YTD | +22.0% | +3.5% | +18.6% | +19.7% |
| 1Y | +2.2% | +20.3% | -18.1% | -7.0% |
| 3Y | +19.6% | -3.1% | +22.7% | +18.5% |
| All | -2.3% | +2.3% | -4.7% | -15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling