+185.4%
SW vs USFR
+28.4%
+156.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | +4.7% | +0.1% | +4.6% | +4.7% |
| 30D | +5.0% | +0.4% | +4.6% | +5.2% |
| 3M | -7.3% | +1.1% | -8.4% | -6.8% |
| 6M | +15.0% | +2.0% | +12.9% | +16.2% |
| YTD | +18.5% | +3.4% | +15.1% | +20.4% |
| 1Y | +27.1% | +4.1% | +23.0% | +29.5% |
| 3Y | +49.3% | +14.4% | +34.9% | +56.7% |
| 5Y | -1.6% | +21.3% | -23.0% | +9.0% |
| All | +185.4% | +28.4% | +156.9% | +221.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling