+81.1%
F vs SWK
+30.0%
+51.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.5% | +0.2% |
| 7D | +1.4% | +11.3% | -9.9% | -4.4% |
| 30D | +2.0% | +28.1% | -26.1% | -10.6% |
| 3M | -10.4% | +12.6% | -23.0% | -16.1% |
| 6M | +9.7% | +51.7% | -42.0% | -12.8% |
| YTD | -1.2% | +60.0% | -61.1% | -24.4% |
| 1Y | 0.0% | +72.7% | -72.6% | -26.7% |
| 3Y | +41.1% | +46.3% | -5.2% | +6.5% |
| 5Y | -11.4% | -24.6% | +13.2% | -5.5% |
| All | +81.1% | +30.0% | +51.1% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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