+4,091.5%
FFIV vs SWK
+626.3%
+3,465.2%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.6% | -2.9% | -4.2% |
| 7D | -14.2% | +11.3% | -25.5% | -19.0% |
| 30D | -33.6% | +28.1% | -61.7% | -41.6% |
| 3M | -24.2% | +12.6% | -36.8% | -29.3% |
| 6M | -8.3% | +51.7% | -60.0% | -26.6% |
| YTD | +22.1% | +60.0% | -37.8% | -6.7% |
| 1Y | +26.5% | +72.7% | -46.2% | -7.2% |
| 3Y | +102.3% | +46.3% | +56.0% | +50.8% |
| 5Y | +40.6% | -24.6% | +65.2% | +39.7% |
| 10Y | +129.7% | +32.2% | +97.4% | +47.1% |
| All | +4,091.5% | +626.3% | +3,465.2% | +777.2% |
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