+582.1%
FE vs SWK
+497.6%
+84.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +13.1% | -13.1% | -2.8% |
| 7D | +1.7% | +17.9% | -16.2% | -2.0% |
| 30D | +8.1% | +31.9% | -23.8% | +1.6% |
| 3M | -1.3% | +16.6% | -17.9% | -4.8% |
| 6M | +2.9% | +61.1% | -58.2% | -7.9% |
| YTD | +8.6% | +64.2% | -55.7% | -3.9% |
| 1Y | +6.3% | +85.2% | -78.9% | -8.6% |
| 3Y | +45.1% | +50.2% | -5.1% | +26.3% |
| 5Y | +47.1% | -22.8% | +69.9% | +45.4% |
| 10Y | +110.6% | +35.8% | +74.9% | +71.8% |
| All | +582.1% | +497.6% | +84.6% | +290.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling