+17.5%
SWK vs FND
-49.4%
+67.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | -0.1% |
| 7D | -0.4% | -5.2% | +4.8% | +2.4% |
| 30D | -5.7% | -19.9% | +14.2% | +6.3% |
| 3M | +24.1% | +2.7% | +21.4% | +20.5% |
| 6M | +24.7% | -21.7% | +46.4% | +40.3% |
| YTD | +33.9% | -17.5% | +51.4% | +44.9% |
| 1Y | +34.7% | -39.3% | +74.0% | +73.8% |
| All | +17.5% | -49.4% | +67.0% | +53.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling