-2.3%
FERG vs SWKS
+4.6%
-6.9%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.5% | -1.2% | +1.7% |
| 7D | 0.0% | +12.5% | -12.5% | -2.0% |
| 30D | -10.2% | +10.5% | -20.7% | -11.7% |
| 3M | -0.6% | -7.4% | +6.8% | +0.5% |
| 6M | -6.5% | +32.7% | -39.2% | -14.3% |
| YTD | +4.2% | +19.2% | -15.0% | -1.9% |
| 1Y | -2.3% | +2.4% | -4.6% | -4.7% |
| All | -2.3% | +4.6% | -6.9% | -4.7% |
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