+46.1%
F vs SWK
+50.4%
-4.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +13.1% | -10.2% | -2.3% |
| 7D | +6.0% | +17.9% | -11.9% | -1.0% |
| 30D | +4.3% | +31.9% | -27.7% | -7.0% |
| 3M | -10.1% | +16.6% | -26.6% | -15.7% |
| 6M | +12.8% | +61.1% | -48.4% | -7.9% |
| YTD | -0.1% | +64.2% | -64.3% | -19.6% |
| 1Y | +3.7% | +85.2% | -81.5% | -20.7% |
| All | +46.1% | +50.4% | -4.3% | +12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling