-38.0%
SWK vs FRSH
-72.0%
+34.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.9% | +2.1% | -1.8% |
| 7D | +0.1% | -10.1% | +10.2% | +2.2% |
| 30D | -8.9% | +2.2% | -11.1% | -9.5% |
| 3M | +20.5% | +28.6% | -8.1% | +13.9% |
| 6M | +27.1% | +40.2% | -13.1% | +17.0% |
| YTD | +30.2% | -1.2% | +31.4% | +27.9% |
| 1Y | +24.8% | -7.9% | +32.7% | +24.3% |
| 3Y | +16.3% | -44.7% | +61.0% | +24.9% |
| All | -38.0% | -72.0% | +34.1% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 10y: compounded portfolio wealth divided by compounded FRSH 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…
10y analysis · Full analysis span regression · 6 months rolling