+40.6%
FFIV vs SWK
-25.4%
+66.1%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.6% | -2.9% | -4.7% |
| 7D | -14.2% | +11.3% | -25.5% | -17.1% |
| 30D | -33.6% | +28.1% | -61.7% | -38.6% |
| 3M | -24.2% | +12.6% | -36.8% | -27.2% |
| 6M | -8.3% | +51.7% | -60.0% | -20.1% |
| YTD | +22.1% | +60.0% | -37.8% | +3.3% |
| 1Y | +26.5% | +72.7% | -46.2% | +4.0% |
| 3Y | +102.3% | +46.3% | +56.0% | +68.4% |
| 5Y | +40.6% | -24.6% | +65.2% | +42.5% |
| All | +40.6% | -25.4% | +66.1% | +42.5% |
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