+49.5%
SWK vs USFR
+14.4%
+35.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.3% |
| 7D | +11.0% | +0.1% | +10.9% | +11.4% |
| 30D | +30.1% | +0.4% | +29.7% | +31.7% |
| 3M | +14.7% | +1.1% | +13.6% | +17.8% |
| 6M | +44.5% | +2.1% | +42.4% | +49.5% |
| YTD | +59.4% | +3.4% | +56.0% | +64.4% |
| 1Y | +77.5% | +4.1% | +73.4% | +81.5% |
| 3Y | +49.5% | +14.4% | +35.1% | +104.0% |
| All | +49.5% | +14.4% | +35.0% | +104.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling