+78.0%
FERG vs SWKS
-37.3%
+115.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +9.7% | +9.4% | +0.3% | +7.0% |
| 30D | +15.0% | +17.0% | -1.9% | +10.1% |
| 3M | +3.8% | +28.9% | -25.2% | -4.9% |
| 6M | +10.6% | +33.1% | -22.5% | -1.3% |
| YTD | +17.0% | +44.8% | -27.8% | +0.2% |
| 1Y | +7.1% | +36.2% | -29.1% | -6.4% |
| 3Y | +67.7% | +11.5% | +56.3% | +47.1% |
| All | +78.0% | -37.3% | +115.3% | +78.9% |
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