+111.4%
FN vs SWK
+50.4%
+61.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +13.1% | -19.1% | -10.3% |
| 7D | -7.0% | +17.9% | -24.9% | -12.8% |
| 30D | -24.7% | +31.9% | -56.7% | -32.7% |
| 3M | -35.7% | +16.6% | -52.2% | -39.6% |
| 6M | -52.4% | +61.1% | -113.5% | -61.0% |
| YTD | -25.0% | +64.2% | -89.2% | -39.9% |
| 1Y | -25.7% | +85.2% | -110.9% | -43.3% |
| All | +111.4% | +50.4% | +61.0% | +59.9% |
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