+1,382.0%
FERG vs SWKS
+605.3%
+776.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -1.0% |
| 7D | -2.1% | -6.2% | +4.1% | -1.4% |
| 30D | +8.7% | -1.5% | +10.2% | +8.8% |
| 3M | -7.4% | +23.0% | -30.4% | -10.2% |
| 6M | -6.6% | +27.6% | -34.2% | -10.3% |
| YTD | +6.6% | +32.3% | -25.7% | +1.6% |
| 1Y | -3.6% | +20.1% | -23.7% | -7.0% |
| 3Y | +56.4% | +0.6% | +55.8% | +51.6% |
| 5Y | +67.5% | -42.3% | +109.8% | +67.0% |
| 10Y | +434.6% | +35.9% | +398.6% | +409.8% |
| All | +1,382.0% | +605.3% | +776.6% | +1,217.8% |
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 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