+3,459.3%
FIX vs SWK
+30.0%
+3,429.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -2.6% | -9.0% | -10.3% |
| 7D | -27.2% | +11.3% | -38.5% | -32.3% |
| 30D | -46.9% | +28.1% | -75.0% | -54.3% |
| 3M | -44.4% | +12.6% | -57.0% | -49.0% |
| 6M | -50.9% | +51.7% | -102.6% | -61.6% |
| YTD | +3.5% | +60.0% | -56.4% | -21.8% |
| 1Y | -2.1% | +72.7% | -74.8% | -29.1% |
| 3Y | +418.7% | +46.3% | +372.4% | +283.2% |
| 5Y | +894.6% | -24.6% | +919.2% | +934.2% |
| All | +3,459.3% | +30.0% | +3,429.3% | +2,340.1% |
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