+81.1%
F vs SWKS
+31.5%
+49.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.3% |
| 7D | +1.4% | -9.2% | +10.6% | +4.9% |
| 30D | +2.0% | -1.9% | +3.9% | +2.5% |
| 3M | -10.4% | +21.2% | -31.6% | -18.1% |
| 6M | +9.7% | +12.9% | -3.2% | +0.9% |
| YTD | -1.2% | +30.7% | -31.9% | -15.5% |
| 1Y | 0.0% | +14.1% | -14.1% | -9.7% |
| 3Y | +41.1% | -1.7% | +42.8% | +27.1% |
| 5Y | -11.4% | -43.0% | +31.6% | -2.6% |
| All | +81.1% | +31.5% | +49.6% | +50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 10y: compounded portfolio wealth divided by compounded SWKS 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…
10y analysis · Full analysis span regression · 6 months rolling