+213.8%
FFIV vs SWK
+2.4%
+211.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.7% |
| 7D | -1.0% | -0.4% | -0.5% | -0.8% |
| 30D | -5.1% | -5.7% | +0.7% | -3.3% |
| 3M | -4.5% | +24.1% | -28.5% | -11.9% |
| 6M | +36.5% | +24.7% | +11.8% | +24.5% |
| YTD | +53.0% | +33.9% | +19.0% | +35.3% |
| 1Y | +24.2% | +34.7% | -10.5% | +9.1% |
| 3Y | +137.2% | +15.3% | +121.9% | +111.3% |
| 5Y | +91.8% | -39.3% | +131.1% | +110.1% |
| All | +213.8% | +2.4% | +211.4% | +182.8% |
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