+90.8%
FOXA vs SWK
-8.8%
+99.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.9% | -4.3% | -3.7% |
| 7D | -4.0% | -0.4% | -3.5% | -3.8% |
| 30D | +12.0% | -5.7% | +17.7% | +14.2% |
| 3M | +0.3% | +24.1% | -23.8% | -8.0% |
| 6M | +12.5% | +24.7% | -12.2% | +2.1% |
| YTD | -9.6% | +33.9% | -43.6% | -20.6% |
| 1Y | +8.6% | +34.7% | -26.1% | -5.4% |
| 3Y | +118.5% | +15.3% | +103.3% | +92.9% |
| 5Y | +88.8% | -39.3% | +128.0% | +114.4% |
| All | +90.8% | -8.8% | +99.7% | +56.4% |
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