+50.8%
SWKS vs FANG
+157.6%
-106.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.4% |
| 7D | +9.4% | +4.0% | +5.4% | +8.5% |
| 30D | +17.0% | -5.8% | +22.7% | +18.5% |
| 3M | +28.9% | -6.7% | +35.6% | +30.8% |
| 6M | +33.1% | -6.4% | +39.6% | +34.2% |
| YTD | +44.8% | +25.9% | +18.9% | +35.8% |
| 1Y | +36.2% | +31.1% | +5.1% | +26.5% |
| 3Y | +11.5% | +31.3% | -19.9% | +2.6% |
| 5Y | -37.1% | +108.3% | -145.4% | -48.3% |
| All | +50.8% | +157.6% | -106.8% | +5.2% |
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