+79.0%
FDX vs SWK
-25.4%
+104.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.6% | -1.2% | -2.8% |
| 7D | +2.9% | +11.3% | -8.3% | -1.7% |
| 30D | +9.6% | +28.1% | -18.5% | -1.3% |
| 3M | +2.4% | +12.6% | -10.2% | -3.1% |
| 6M | +9.2% | +51.7% | -42.5% | -9.3% |
| YTD | +37.7% | +60.0% | -22.3% | +11.2% |
| 1Y | +56.1% | +72.7% | -16.6% | +21.8% |
| 3Y | +68.9% | +46.3% | +22.6% | +35.4% |
| 5Y | +79.0% | -24.6% | +103.6% | +79.8% |
| All | +79.0% | -25.4% | +104.4% | +79.8% |
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