+1,083.7%
FIX vs SWK
-24.2%
+1,107.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +13.1% | -28.2% | -20.0% |
| 7D | -18.9% | +17.9% | -36.8% | -25.0% |
| 30D | -36.3% | +31.9% | -68.2% | -44.0% |
| 3M | -38.5% | +16.6% | -55.1% | -43.2% |
| 6M | -42.3% | +61.1% | -103.4% | -53.6% |
| YTD | +17.1% | +64.2% | -47.1% | -7.1% |
| 1Y | +14.4% | +85.2% | -70.8% | -13.6% |
| 3Y | +486.7% | +50.2% | +436.5% | +357.7% |
| 5Y | +1,083.7% | -22.8% | +1,106.5% | +1,101.4% |
| All | +1,083.7% | -24.2% | +1,107.9% | +1,101.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling