+94.0%
FANG vs SWK
-23.3%
+117.3%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.3% | -0.9% |
| 7D | -10.8% | +10.7% | -21.5% | -12.6% |
| 30D | -7.3% | +33.3% | -40.6% | -12.3% |
| 3M | -4.7% | +14.7% | -19.4% | -7.4% |
| 6M | -4.5% | +48.5% | -53.1% | -12.8% |
| YTD | +20.5% | +63.9% | -43.3% | +6.5% |
| 1Y | +27.0% | +80.4% | -53.4% | +9.2% |
| 3Y | +27.8% | +58.1% | -30.3% | +9.2% |
| 5Y | +94.0% | -24.5% | +118.5% | +104.1% |
| All | +94.0% | -23.3% | +117.3% | +104.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling