+29.5%
SWK vs USFR
+28.5%
+1.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | +10.7% | +0.1% | +10.6% | +10.6% |
| 30D | +33.3% | +0.4% | +33.0% | +32.7% |
| 3M | +14.7% | +1.1% | +13.6% | +13.1% |
| 6M | +48.5% | +2.0% | +46.5% | +44.5% |
| YTD | +63.9% | +3.4% | +60.5% | +56.3% |
| 1Y | +80.4% | +4.1% | +76.3% | +70.4% |
| 3Y | +58.1% | +14.3% | +43.8% | +29.8% |
| 5Y | -24.5% | +21.3% | -45.8% | -43.4% |
| 10Y | +29.5% | +28.5% | +1.0% | -4.9% |
| All | +29.5% | +28.5% | +1.0% | -4.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling