+81.0%
F vs SWKS
+37.5%
+43.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.1% | +0.4% |
| 7D | -0.6% | -2.7% | +2.1% | +0.3% |
| 30D | +2.9% | +8.5% | -5.6% | -0.3% |
| 3M | -9.5% | +17.3% | -26.8% | -16.2% |
| 6M | +4.0% | +25.1% | -21.1% | -7.7% |
| YTD | -1.3% | +33.3% | -34.6% | -16.2% |
| 1Y | -1.9% | +22.9% | -24.8% | -14.0% |
| 3Y | +53.5% | +5.5% | +47.9% | +34.2% |
| 5Y | -15.1% | -41.9% | +26.8% | -7.4% |
| 10Y | +81.0% | +32.4% | +48.6% | +48.7% |
| All | +81.0% | +37.5% | +43.5% | +48.7% |
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