+358.9%
FERG vs SWKS
+30.1%
+328.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.8% | -1.2% |
| 7D | +3.4% | +11.8% | -8.4% | +1.3% |
| 30D | -11.5% | +6.7% | -18.3% | -12.6% |
| 3M | +1.3% | 0.0% | +1.3% | +0.9% |
| 6M | -1.0% | +38.7% | -39.7% | -7.8% |
| YTD | +3.2% | +21.4% | -18.1% | -1.8% |
| 1Y | -3.0% | +2.9% | -5.9% | -5.1% |
| 3Y | +55.0% | -16.4% | +71.4% | +53.0% |
| 5Y | +72.6% | -51.2% | +123.8% | +73.9% |
| 10Y | +358.9% | +31.0% | +327.9% | +372.3% |
| All | +358.9% | +30.1% | +328.8% | +372.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling