+98.3%
FOXA vs SWK
+9.2%
+89.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.2% |
| 7D | -2.4% | -2.3% | -0.1% | -1.6% |
| 30D | +8.6% | +30.4% | -21.8% | -1.4% |
| 3M | +9.9% | +12.1% | -2.3% | +4.9% |
| 6M | +0.8% | +49.1% | -48.2% | -13.8% |
| YTD | -6.1% | +60.4% | -66.5% | -22.9% |
| 1Y | +3.3% | +78.3% | -75.0% | -18.8% |
| 3Y | +133.5% | +53.3% | +80.2% | +84.7% |
| 5Y | +75.8% | -27.0% | +102.8% | +86.6% |
| All | +98.3% | +9.2% | +89.1% | +51.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling