+149.2%
FDX vs SWK
+29.6%
+119.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.4% | -2.6% |
| 7D | -1.6% | +11.0% | -12.7% | -6.7% |
| 30D | +6.6% | +30.1% | -23.4% | -6.3% |
| 3M | -2.1% | +14.7% | -16.7% | -8.9% |
| 6M | +2.2% | +44.5% | -42.3% | -15.6% |
| YTD | +33.9% | +59.4% | -25.4% | +4.7% |
| 1Y | +50.2% | +77.5% | -27.3% | +11.2% |
| 3Y | +65.5% | +49.5% | +16.1% | +26.9% |
| 5Y | +74.1% | -24.9% | +99.0% | +82.5% |
| All | +149.2% | +29.6% | +119.7% | +96.1% |
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