-25.3%
SWK vs FRSH
-68.5%
+43.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.3% | +0.5% |
| 7D | +11.0% | -17.7% | +28.8% | +15.1% |
| 30D | +30.1% | -11.0% | +41.0% | +32.6% |
| 3M | +14.7% | +4.5% | +10.2% | +12.7% |
| 6M | +44.5% | +36.2% | +8.3% | +33.2% |
| YTD | +59.4% | -1.1% | +60.5% | +55.5% |
| 1Y | +77.5% | +11.6% | +65.9% | +68.3% |
| 3Y | +49.5% | -33.9% | +83.4% | +55.4% |
| All | -25.3% | -68.5% | +43.2% | -24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling