+3.1%
FERG vs SWKS
+14.2%
-11.1%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.9% | +5.6% | +3.0% |
| 7D | +7.7% | -4.9% | +12.7% | +8.2% |
| 30D | +11.5% | -1.2% | +12.7% | +11.5% |
| 3M | -2.4% | +24.2% | -26.5% | -5.9% |
| 6M | -4.0% | +21.5% | -25.5% | -8.5% |
| YTD | +13.4% | +33.5% | -20.1% | +4.2% |
| 1Y | +3.1% | +18.9% | -15.8% | +0.8% |
| All | +3.1% | +14.2% | -11.1% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 1y: compounded portfolio wealth divided by compounded SWKS 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…
1y analysis · Full analysis span regression · 6 months rolling