-29.9%
SWK vs FND
-63.9%
+34.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +1.4% |
| 7D | -1.4% | -6.8% | +5.5% | +2.2% |
| 30D | +25.5% | +8.0% | +17.5% | +20.6% |
| 3M | +11.8% | -18.9% | +30.7% | +23.7% |
| 6M | +48.7% | +4.7% | +44.0% | +42.9% |
| YTD | +57.2% | -21.6% | +78.8% | +72.9% |
| 1Y | +75.3% | -22.0% | +97.3% | +93.2% |
| 3Y | +51.9% | -40.4% | +92.4% | +87.8% |
| All | -29.9% | -63.9% | +34.0% | -5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling