+5,892.0%
FIX vs SWK
+2.4%
+5,889.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.4% |
| 7D | +6.0% | -0.4% | +6.5% | +6.2% |
| 30D | -7.2% | -5.7% | -1.5% | -4.5% |
| 3M | -15.9% | +24.1% | -39.9% | -25.2% |
| 6M | +12.7% | +24.7% | -12.0% | -0.2% |
| YTD | +72.8% | +33.9% | +38.8% | +46.4% |
| 1Y | +122.9% | +34.7% | +88.2% | +86.7% |
| 3Y | +774.3% | +15.3% | +759.0% | +650.3% |
| 5Y | +2,049.5% | -39.3% | +2,088.8% | +2,460.9% |
| All | +5,892.0% | +2.4% | +5,889.6% | +4,822.7% |
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