+60.5%
SWKS vs FANG
+182.5%
-122.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.2% | +5.3% | +5.2% |
| 7D | +19.4% | +2.9% | +16.5% | +18.6% |
| 30D | +26.8% | +2.6% | +24.2% | +26.0% |
| 3M | +21.5% | +7.6% | +13.9% | +18.8% |
| 6M | +61.0% | +17.3% | +43.7% | +54.1% |
| YTD | +42.2% | +38.7% | +3.6% | +30.8% |
| 1Y | +22.1% | +51.6% | -29.5% | +9.8% |
| 3Y | -0.9% | +50.0% | -50.8% | -11.4% |
| 5Y | -42.6% | +237.6% | -280.2% | -57.3% |
| All | +60.5% | +182.5% | -122.0% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 10y: compounded portfolio wealth divided by compounded FANG 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…
10y analysis · Full analysis span regression · 6 months rolling