+615.0%
F vs SWK
+1,275.2%
-660.2%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.0% |
| 7D | +5.3% | -0.4% | +5.8% | +5.6% |
| 30D | +4.6% | -5.7% | +10.3% | +7.7% |
| 3M | -3.7% | +24.1% | -27.7% | -14.2% |
| 6M | +16.8% | +24.7% | -7.9% | +3.2% |
| YTD | +15.3% | +33.9% | -18.6% | -2.0% |
| 1Y | +31.0% | +34.7% | -3.7% | +10.1% |
| 3Y | +45.4% | +15.3% | +30.2% | +25.1% |
| 5Y | +54.7% | -39.3% | +93.9% | +78.8% |
| 10Y | +98.2% | +2.5% | +95.7% | +66.3% |
| All | +615.0% | +1,275.2% | -660.2% | +76.7% |
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