+26.0%
FANG vs SWK
+77.0%
-51.0%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.4% | -0.4% |
| 7D | -7.4% | +11.3% | -18.7% | -4.8% |
| 30D | -7.3% | +31.5% | -38.8% | -1.2% |
| 3M | -10.0% | +14.4% | -24.4% | -6.6% |
| 6M | -4.6% | +46.4% | -51.0% | +3.8% |
| YTD | +20.5% | +61.6% | -41.1% | +33.3% |
| 1Y | +26.0% | +78.7% | -52.7% | +40.9% |
| All | +26.0% | +77.0% | -51.0% | +40.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling