+65.0%
FERG vs SWKS
-42.6%
+107.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -1.2% |
| 7D | -2.1% | -6.2% | +4.1% | -0.4% |
| 30D | +8.7% | -1.5% | +10.2% | +8.9% |
| 3M | -7.4% | +23.0% | -30.4% | -14.2% |
| 6M | -6.6% | +27.6% | -34.2% | -16.0% |
| YTD | +6.6% | +32.3% | -25.7% | -6.4% |
| 1Y | -3.6% | +20.1% | -23.7% | -12.5% |
| 3Y | +56.4% | +0.6% | +55.8% | +41.2% |
| All | +65.0% | -42.6% | +107.6% | +74.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling