+40.7%
FFIV vs SWK
-25.5%
+66.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.3% |
| 7D | -4.2% | +11.3% | -15.5% | -7.3% |
| 30D | -33.9% | +31.5% | -65.3% | -39.2% |
| 3M | -22.6% | +14.4% | -37.0% | -26.0% |
| 6M | -10.4% | +46.4% | -56.8% | -21.0% |
| YTD | +24.3% | +61.6% | -37.3% | +4.8% |
| 1Y | +31.8% | +78.7% | -46.9% | +7.2% |
| 3Y | +99.5% | +54.4% | +45.1% | +63.0% |
| 5Y | +40.7% | -25.3% | +66.0% | +43.0% |
| All | +40.7% | -25.5% | +66.2% | +43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling