+149.3%
FANG vs SWK
+21.9%
+127.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.9% |
| 7D | -1.0% | -2.3% | +1.3% | -0.1% |
| 30D | -7.2% | +30.4% | -37.7% | -17.9% |
| 3M | -9.8% | +12.1% | -21.9% | -15.2% |
| 6M | -6.7% | +49.1% | -55.8% | -24.0% |
| YTD | +22.4% | +60.4% | -38.0% | -5.8% |
| 1Y | +25.1% | +78.3% | -53.2% | -9.0% |
| 3Y | +28.1% | +53.3% | -25.2% | -6.8% |
| 5Y | +104.7% | -27.0% | +131.7% | +117.3% |
| 10Y | +149.3% | +20.8% | +128.4% | +87.0% |
| All | +149.3% | +21.9% | +127.4% | +87.0% |
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