+177.5%
FANG vs SWK
-0.7%
+178.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.8% | +2.5% |
| 7D | -0.4% | -4.6% | +4.2% | +1.5% |
| 30D | +2.4% | -9.9% | +12.3% | +6.9% |
| 3M | +4.9% | +15.4% | -10.5% | -3.3% |
| 6M | +12.0% | +25.0% | -12.9% | -2.3% |
| YTD | +37.1% | +27.2% | +9.9% | +17.7% |
| 1Y | +52.3% | +24.6% | +27.7% | +30.6% |
| 3Y | +45.0% | +13.7% | +31.3% | +21.4% |
| 5Y | +231.0% | -41.5% | +272.5% | +288.0% |
| 10Y | +177.5% | +0.7% | +176.8% | +128.2% |
| All | +177.5% | -0.7% | +178.1% | +128.2% |
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