+52.3%
FANG vs SWK
+22.8%
+29.4%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.8% | +1.2% |
| 7D | -0.4% | -4.6% | +4.2% | -1.1% |
| 30D | +2.4% | -9.9% | +12.3% | +0.9% |
| 3M | +4.9% | +15.4% | -10.5% | +6.5% |
| 6M | +12.0% | +25.0% | -12.9% | +14.6% |
| YTD | +37.1% | +27.2% | +9.9% | +40.1% |
| 1Y | +52.3% | +24.6% | +27.7% | +58.5% |
| All | +52.3% | +22.8% | +29.4% | +58.5% |
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