+184.5%
FDX vs SWK
+2.4%
+182.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.4% | -1.0% |
| 7D | -2.5% | -0.4% | -2.1% | -2.4% |
| 30D | +3.8% | -5.7% | +9.5% | +6.5% |
| 3M | -1.3% | +24.1% | -25.4% | -11.8% |
| 6M | +5.0% | +24.7% | -19.7% | -6.8% |
| YTD | +39.6% | +33.9% | +5.7% | +19.2% |
| 1Y | +81.1% | +34.7% | +46.4% | +53.0% |
| 3Y | +63.0% | +15.3% | +47.8% | +42.1% |
| 5Y | +65.6% | -39.3% | +104.9% | +92.9% |
| All | +184.5% | +2.4% | +182.1% | +147.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling