-10.1%
SW vs USFR
+20.4%
-30.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | 0.0% | -4.7% | -4.7% |
| 7D | -7.0% | +0.1% | -7.0% | -7.1% |
| 30D | -10.5% | +0.3% | -10.8% | -11.3% |
| 3M | +3.0% | +1.0% | +2.0% | 0.0% |
| 6M | +2.3% | +1.9% | +0.4% | -4.1% |
| YTD | +12.4% | +2.7% | +9.7% | +2.3% |
| 1Y | -4.2% | +4.0% | -8.2% | -17.6% |
| 3Y | +22.7% | +14.0% | +8.7% | -34.5% |
| 5Y | -10.1% | +20.4% | -30.5% | -54.7% |
| All | -10.1% | +20.4% | -30.5% | -54.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling