+185.1%
SW vs FTV
+90.5%
+94.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.6% |
| 7D | -5.1% | -4.6% | -0.5% | -3.5% |
| 30D | -4.6% | -7.2% | +2.6% | -2.1% |
| 3M | +9.4% | -7.3% | +16.7% | +12.5% |
| 6M | +3.5% | -1.6% | +5.1% | +4.4% |
| YTD | +22.0% | +3.3% | +18.7% | +20.8% |
| 1Y | +2.2% | +20.2% | -18.0% | -3.7% |
| 3Y | +19.6% | -3.2% | +22.8% | +19.7% |
| 5Y | -2.3% | +2.2% | -4.6% | -5.4% |
| 10Y | +181.4% | +76.1% | +105.3% | +147.3% |
| All | +185.1% | +90.5% | +94.5% | +151.3% |
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