+1,397.3%
FANG vs SWK
+93.7%
+1,303.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -2.2% |
| 7D | +0.8% | -0.4% | +1.2% | +0.9% |
| 30D | +7.6% | -5.7% | +13.3% | +10.2% |
| 3M | -1.3% | +24.1% | -25.4% | -12.2% |
| 6M | +14.7% | +24.7% | -10.0% | -0.2% |
| YTD | +34.8% | +33.9% | +0.8% | +12.5% |
| 1Y | +42.9% | +34.7% | +8.2% | +17.4% |
| 3Y | +43.8% | +15.3% | +28.5% | +19.4% |
| 5Y | +225.8% | -39.3% | +265.1% | +271.2% |
| 10Y | +171.9% | +2.5% | +169.4% | +113.6% |
| All | +1,397.3% | +93.7% | +1,303.6% | +707.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling