+77.5%
SWK vs USFR
+4.1%
+73.4%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | 0.0% |
| 7D | +11.0% | +0.1% | +10.9% | +13.0% |
| 30D | +30.1% | +0.4% | +29.7% | +39.2% |
| 3M | +14.7% | +1.1% | +13.6% | +35.8% |
| 6M | +44.5% | +2.1% | +42.4% | +94.2% |
| YTD | +59.4% | +3.4% | +56.0% | +187.3% |
| 1Y | +77.5% | +4.1% | +73.4% | +300.2% |
| All | +77.5% | +4.1% | +73.4% | +300.2% |
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