-24.5%
SWK vs FND
-60.4%
+35.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.1% | -1.2% | +0.7% |
| 7D | +10.7% | +8.5% | +2.1% | +6.4% |
| 30D | +33.3% | +17.2% | +16.1% | +23.0% |
| 3M | +14.7% | -14.9% | +29.6% | +23.7% |
| 6M | +48.5% | +3.1% | +45.4% | +43.7% |
| YTD | +63.9% | -12.4% | +76.3% | +70.5% |
| 1Y | +80.4% | -10.0% | +90.4% | +84.8% |
| 3Y | +58.1% | -31.3% | +89.5% | +82.2% |
| 5Y | -24.5% | -60.3% | +35.8% | -2.1% |
| All | -24.5% | -60.4% | +35.9% | -2.1% |
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