+488.5%
FIX vs SWK
+50.4%
+438.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +13.1% | -28.2% | -19.5% |
| 7D | -18.9% | +17.9% | -36.8% | -24.5% |
| 30D | -36.3% | +31.9% | -68.2% | -43.5% |
| 3M | -38.5% | +16.6% | -55.1% | -42.7% |
| 6M | -42.3% | +61.1% | -103.4% | -53.1% |
| YTD | +17.1% | +64.2% | -47.1% | -6.2% |
| 1Y | +14.4% | +85.2% | -70.8% | -12.5% |
| All | +488.5% | +50.4% | +438.1% | +338.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling