+78.7%
SWK vs USFR
+4.1%
+74.6%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -0.6% |
| 7D | +11.3% | +0.1% | +11.2% | +13.1% |
| 30D | +31.5% | +0.4% | +31.1% | +40.9% |
| 3M | +14.4% | +1.1% | +13.4% | +35.7% |
| 6M | +46.4% | +2.1% | +44.4% | +97.3% |
| YTD | +61.6% | +3.4% | +58.1% | +192.4% |
| 1Y | +78.7% | +4.1% | +74.7% | +298.3% |
| All | +78.7% | +4.1% | +74.6% | +298.3% |
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