+125.4%
FFIV vs SWK
+20.6%
+104.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.1% |
| 7D | -2.9% | -2.3% | -0.7% | -2.2% |
| 30D | -32.4% | +30.4% | -62.8% | -38.6% |
| 3M | -22.7% | +12.1% | -34.8% | -26.2% |
| 6M | -10.7% | +49.1% | -59.8% | -23.2% |
| YTD | +25.4% | +60.4% | -35.1% | +3.5% |
| 1Y | +34.2% | +78.3% | -44.2% | +6.5% |
| 3Y | +101.2% | +53.3% | +47.9% | +61.3% |
| 5Y | +42.0% | -27.0% | +68.9% | +45.5% |
| All | +125.4% | +20.6% | +104.9% | +74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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