+78.7%
SWK vs FIVE
+63.0%
+15.8%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | +11.3% | +7.3% | +4.0% | +9.0% |
| 30D | +31.5% | +18.1% | +13.4% | +25.5% |
| 3M | +14.4% | +7.7% | +6.7% | +11.5% |
| 6M | +46.4% | +13.6% | +32.8% | +39.8% |
| YTD | +61.6% | +34.6% | +27.0% | +39.3% |
| 1Y | +78.7% | +66.2% | +12.5% | +34.2% |
| All | +78.7% | +63.0% | +15.8% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling