+197.0%
SW vs USFR
+28.5%
+168.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.0% |
| 3M | -7.3% | +1.1% | -8.4% | -7.3% |
| 6M | +15.0% | +2.0% | +12.9% | +15.1% |
| YTD | +18.5% | +3.4% | +15.1% | +18.7% |
| 1Y | +27.1% | +4.1% | +23.0% | +27.3% |
| 3Y | +49.3% | +14.4% | +34.9% | +49.7% |
| 5Y | -1.6% | +21.3% | -23.0% | -0.6% |
| 10Y | +185.4% | +28.4% | +156.9% | +187.6% |
| All | +197.0% | +28.5% | +168.4% | +203.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling