-0.8%
F vs SWK
+71.2%
-71.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.6% |
| 7D | +1.6% | +11.0% | -9.5% | -2.8% |
| 30D | +2.6% | +30.1% | -27.4% | -7.9% |
| 3M | -8.8% | +14.7% | -23.5% | -13.9% |
| 6M | +4.6% | +44.5% | -39.9% | -10.9% |
| YTD | -1.9% | +59.4% | -61.3% | -20.6% |
| 1Y | -0.8% | +77.5% | -78.3% | -23.6% |
| All | -0.8% | +71.2% | -71.9% | -23.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling