+111.3%
SWK vs USFR
+28.5%
+82.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | +11.3% | +0.1% | +11.2% | +11.2% |
| 30D | +28.1% | +0.4% | +27.7% | +27.8% |
| 3M | +12.6% | +1.1% | +11.5% | +11.9% |
| 6M | +51.7% | +2.0% | +49.7% | +49.9% |
| YTD | +60.0% | +3.4% | +56.6% | +56.7% |
| 1Y | +72.7% | +4.1% | +68.6% | +68.5% |
| 3Y | +46.3% | +14.4% | +31.9% | +34.5% |
| 5Y | -24.6% | +21.3% | -45.9% | -33.2% |
| 10Y | +32.2% | +28.4% | +3.8% | +14.6% |
| All | +111.3% | +28.5% | +82.7% | +81.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling