+160.3%
FN vs SWK
+15.2%
+145.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.9% | +2.2% | +2.8% |
| 7D | -1.7% | -0.4% | -1.2% | -1.5% |
| 30D | -22.0% | -5.7% | -16.3% | -20.2% |
| 3M | -43.0% | +24.1% | -67.1% | -47.9% |
| 6M | -27.7% | +24.7% | -52.5% | -34.5% |
| YTD | -10.5% | +33.9% | -44.5% | -22.2% |
| 1Y | +12.5% | +34.7% | -22.2% | -2.8% |
| All | +160.3% | +15.2% | +145.2% | +132.7% |
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 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