+230.3%
FANG vs SWK
-38.5%
+268.8%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +3.0% | +0.8% |
| 7D | -1.7% | +0.1% | -1.9% | -1.8% |
| 30D | +6.8% | -8.9% | +15.7% | +8.7% |
| 3M | +1.3% | +20.5% | -19.2% | -3.5% |
| 6M | +11.8% | +27.1% | -15.3% | +4.4% |
| YTD | +35.1% | +30.2% | +4.9% | +24.9% |
| 1Y | +48.9% | +24.8% | +24.2% | +38.7% |
| 3Y | +42.8% | +16.3% | +26.5% | +29.9% |
| 5Y | +230.3% | -40.1% | +270.4% | +279.9% |
| All | +230.3% | -38.5% | +268.8% | +279.9% |
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 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