+43.6%
FANG vs SWK
+18.2%
+25.4%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -2.0% |
| 7D | +0.8% | -0.4% | +1.2% | +0.8% |
| 30D | +7.6% | -5.7% | +13.3% | +8.6% |
| 3M | -1.3% | +24.1% | -25.4% | -5.9% |
| 6M | +14.7% | +24.7% | -10.0% | +8.6% |
| YTD | +34.8% | +33.9% | +0.8% | +24.7% |
| 1Y | +42.9% | +34.7% | +8.2% | +31.4% |
| All | +43.6% | +18.2% | +25.4% | +28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling