+576.2%
FE vs SWK
+387.4%
+188.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.8% |
| 7D | +1.9% | -0.4% | +2.4% | +2.0% |
| 30D | -1.2% | -5.7% | +4.6% | 0.0% |
| 3M | +3.5% | +24.1% | -20.6% | -1.6% |
| 6M | -6.1% | +24.7% | -30.8% | -11.3% |
| YTD | +7.6% | +33.9% | -26.3% | -0.2% |
| 1Y | +11.9% | +34.7% | -22.8% | +3.1% |
| 3Y | +48.4% | +15.3% | +33.2% | +37.0% |
| 5Y | +44.8% | -39.3% | +84.1% | +51.1% |
| 10Y | +115.9% | +2.5% | +113.4% | +87.7% |
| All | +576.2% | +387.4% | +188.8% | +305.4% |
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