+143.3%
FN vs SWK
-25.4%
+168.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -2.6% | -11.7% | -13.3% |
| 7D | -16.0% | +11.3% | -27.2% | -19.7% |
| 30D | -40.1% | +28.1% | -68.2% | -46.0% |
| 3M | -43.9% | +12.6% | -56.5% | -46.8% |
| 6M | -55.6% | +51.7% | -107.3% | -62.8% |
| YTD | -35.7% | +60.0% | -95.6% | -47.9% |
| 1Y | -39.8% | +72.7% | -112.5% | -52.7% |
| 3Y | +80.3% | +46.3% | +34.0% | +43.6% |
| 5Y | +143.3% | -24.6% | +167.9% | +127.5% |
| All | +143.3% | -25.4% | +168.7% | +127.5% |
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