-25.3%
SWK vs USFR
+21.3%
-46.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +11.0% | +0.1% | +10.9% | +10.9% |
| 30D | +30.1% | +0.4% | +29.7% | +29.6% |
| 3M | +14.7% | +1.1% | +13.6% | +13.4% |
| 6M | +44.5% | +2.1% | +42.4% | +40.5% |
| YTD | +59.4% | +3.4% | +56.0% | +51.0% |
| 1Y | +77.5% | +4.1% | +73.4% | +65.6% |
| 3Y | +49.5% | +14.4% | +35.1% | +12.9% |
| All | -25.3% | +21.3% | -46.6% | -51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling