+519.6%
F vs SWK
+1,585.9%
-1,066.3%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +13.1% | -10.2% | -3.6% |
| 7D | +6.0% | +17.9% | -11.9% | -2.7% |
| 30D | +4.3% | +31.9% | -27.7% | -9.6% |
| 3M | -10.1% | +16.6% | -26.6% | -17.1% |
| 6M | +12.8% | +61.1% | -48.4% | -12.3% |
| YTD | -0.1% | +64.2% | -64.3% | -23.7% |
| 1Y | +3.7% | +85.2% | -81.5% | -25.7% |
| 3Y | +42.7% | +50.2% | -7.5% | +7.8% |
| 5Y | -11.0% | -22.8% | +11.8% | -9.0% |
| 10Y | +87.0% | +35.8% | +51.3% | +35.9% |
| All | +519.6% | +1,585.9% | -1,066.3% | +37.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling