+181.1%
SW vs FTV
+129.0%
+52.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.3% | +1.8% | +3.3% |
| 7D | +12.1% | +6.6% | +5.5% | +9.6% |
| 30D | +6.6% | +19.1% | -12.5% | +0.2% |
| 3M | -6.0% | +13.1% | -19.1% | -10.1% |
| 6M | +21.5% | +14.0% | +7.5% | +16.2% |
| YTD | +20.3% | +24.2% | -3.9% | +11.5% |
| 1Y | +28.1% | +36.4% | -8.2% | +15.3% |
| 3Y | +51.6% | +39.3% | +12.3% | +35.7% |
| 5Y | -0.1% | +18.7% | -18.8% | -8.7% |
| 10Y | +189.7% | +121.0% | +68.7% | +140.1% |
| All | +181.1% | +129.0% | +52.1% | +132.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling