+1,348.4%
FERG vs SWKS
+535.2%
+813.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.5% | -1.2% | +1.9% |
| 7D | 0.0% | +12.5% | -12.5% | -1.5% |
| 30D | -10.2% | +10.5% | -20.7% | -11.3% |
| 3M | -0.6% | -7.4% | +6.8% | 0.0% |
| 6M | -6.5% | +32.7% | -39.2% | -10.4% |
| YTD | +4.2% | +19.2% | -15.0% | +1.0% |
| 1Y | -2.3% | +2.4% | -4.6% | -3.6% |
| 3Y | +48.5% | -25.6% | +74.1% | +49.0% |
| 5Y | +72.0% | -53.4% | +125.4% | +75.3% |
| 10Y | +369.9% | +23.2% | +346.7% | +355.5% |
| All | +1,348.4% | +535.2% | +813.2% | +1,210.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling