+34.7%
SWK vs FND
-36.4%
+71.0%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | 0.0% |
| 7D | -0.4% | -5.2% | +4.8% | +2.2% |
| 30D | -5.7% | -19.9% | +14.2% | +5.3% |
| 3M | +24.1% | +2.7% | +21.4% | +20.9% |
| 6M | +24.7% | -21.7% | +46.4% | +40.1% |
| YTD | +33.9% | -17.5% | +51.4% | +43.9% |
| 1Y | +34.7% | -39.3% | +74.0% | +74.3% |
| All | +34.7% | -36.4% | +71.0% | +74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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