-11.0%
F vs SWK
-24.2%
+13.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +13.1% | -10.2% | -3.0% |
| 7D | +6.0% | +17.9% | -11.9% | -1.9% |
| 30D | +4.3% | +31.9% | -27.7% | -8.4% |
| 3M | -10.1% | +16.6% | -26.6% | -16.4% |
| 6M | +12.8% | +61.1% | -48.4% | -10.3% |
| YTD | -0.1% | +64.2% | -64.3% | -21.9% |
| 1Y | +3.7% | +85.2% | -81.5% | -23.6% |
| 3Y | +42.7% | +50.2% | -7.5% | +10.7% |
| 5Y | -11.0% | -22.8% | +11.8% | +10.1% |
| All | -11.0% | -24.2% | +13.2% | +10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling