+102.2%
FE vs SWK
+29.6%
+72.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.4% |
| 7D | -1.0% | +11.0% | -12.1% | -3.1% |
| 30D | +4.1% | +30.1% | -25.9% | -1.1% |
| 3M | -1.0% | +14.7% | -15.7% | -3.8% |
| 6M | +4.0% | +44.5% | -40.5% | -3.7% |
| YTD | +6.8% | +59.4% | -52.6% | -3.6% |
| 1Y | +5.3% | +77.5% | -72.2% | -7.3% |
| 3Y | +44.6% | +49.5% | -4.9% | +27.7% |
| 5Y | +44.2% | -24.9% | +69.1% | +48.1% |
| All | +102.2% | +29.6% | +72.6% | +90.5% |
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