+156.2%
FDX vs SWK
+30.0%
+126.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.6% | -1.2% | -2.6% |
| 7D | +2.9% | +11.3% | -8.3% | -2.5% |
| 30D | +9.6% | +28.1% | -18.5% | -3.0% |
| 3M | +2.4% | +12.6% | -10.2% | -4.0% |
| 6M | +9.2% | +51.7% | -42.5% | -11.9% |
| YTD | +37.7% | +60.0% | -22.3% | +7.5% |
| 1Y | +56.1% | +72.7% | -16.6% | +17.0% |
| 3Y | +68.9% | +46.3% | +22.6% | +30.9% |
| 5Y | +79.0% | -24.6% | +103.6% | +87.3% |
| All | +156.2% | +30.0% | +126.2% | +101.3% |
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