+85.2%
SWK vs USFR
+4.1%
+81.1%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | 0.0% | +13.1% | +13.1% |
| 7D | +17.9% | +0.1% | +17.8% | +19.7% |
| 30D | +31.9% | +0.4% | +31.6% | +40.1% |
| 3M | +16.6% | +1.1% | +15.5% | +36.2% |
| 6M | +61.1% | +2.0% | +59.1% | +109.4% |
| YTD | +64.2% | +3.4% | +60.8% | +168.9% |
| 1Y | +85.2% | +4.1% | +81.1% | +249.7% |
| All | +85.2% | +4.1% | +81.1% | +249.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 1y: compounded portfolio wealth divided by compounded USFR 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…
1y analysis · Full analysis span regression · 6 months rolling