+5,150.0%
FFIV vs SWK
+508.2%
+4,641.9%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.9% |
| 7D | -1.0% | -0.4% | -0.5% | -0.8% |
| 30D | -5.1% | -5.7% | +0.7% | -2.5% |
| 3M | -4.5% | +24.1% | -28.5% | -14.8% |
| 6M | +36.5% | +24.7% | +11.8% | +19.7% |
| YTD | +53.0% | +33.9% | +19.0% | +28.6% |
| 1Y | +24.2% | +34.7% | -10.5% | +3.3% |
| 3Y | +137.2% | +15.3% | +121.9% | +99.7% |
| 5Y | +91.8% | -39.3% | +131.1% | +113.6% |
| 10Y | +215.2% | +2.5% | +212.7% | +131.8% |
| All | +5,150.0% | +508.2% | +4,641.9% | +1,109.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling