+205.8%
SW vs USFR
+27.5%
+178.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.2% | +1.3% |
| 7D | -5.1% | +0.1% | -5.2% | -5.1% |
| 30D | -4.6% | +0.3% | -4.9% | -4.6% |
| 3M | +9.4% | +1.0% | +8.4% | +9.4% |
| 6M | +3.5% | +1.9% | +1.6% | +3.6% |
| YTD | +22.0% | +2.6% | +19.4% | +22.2% |
| 1Y | +2.2% | +4.0% | -1.8% | +2.4% |
| 3Y | +19.6% | +14.1% | +5.5% | +19.9% |
| 5Y | -2.3% | +20.4% | -22.7% | -1.3% |
| 10Y | +181.4% | +28.0% | +153.4% | +183.4% |
| All | +205.8% | +27.5% | +178.2% | +212.1% |
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