+3,689.8%
FN vs SWK
+180.9%
+3,508.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.9% | +2.2% | +2.7% |
| 7D | -1.7% | -0.4% | -1.2% | -1.5% |
| 30D | -22.0% | -5.7% | -16.3% | -19.8% |
| 3M | -43.0% | +24.1% | -67.1% | -49.0% |
| 6M | -27.7% | +24.7% | -52.5% | -35.8% |
| YTD | -10.5% | +33.9% | -44.5% | -24.0% |
| 1Y | +12.5% | +34.7% | -22.2% | -5.1% |
| 3Y | +153.8% | +15.3% | +138.5% | +119.5% |
| 5Y | +288.0% | -39.3% | +327.3% | +342.5% |
| 10Y | +906.4% | +2.5% | +903.9% | +668.7% |
| All | +3,689.8% | +180.9% | +3,508.9% | +1,503.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling