+140.5%
FANG vs SWK
+26.9%
+113.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.4% | +0.5% |
| 7D | -7.4% | +11.3% | -18.7% | -12.1% |
| 30D | -7.3% | +31.5% | -38.8% | -18.2% |
| 3M | -10.0% | +14.4% | -24.4% | -16.1% |
| 6M | -4.6% | +46.4% | -51.0% | -21.6% |
| YTD | +20.5% | +61.6% | -41.1% | -7.6% |
| 1Y | +26.0% | +78.7% | -52.7% | -8.4% |
| 3Y | +26.0% | +54.4% | -28.4% | -8.6% |
| 5Y | +104.5% | -25.3% | +129.8% | +114.1% |
| 10Y | +140.5% | +22.4% | +118.2% | +79.7% |
| All | +140.5% | +26.9% | +113.7% | +79.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling