+2.5%
SWKS vs FANG
+25.8%
-23.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | -0.1% | -0.1% |
| 7D | -3.1% | -7.4% | +4.3% | -0.4% |
| 30D | +8.3% | -7.3% | +15.6% | +11.1% |
| 3M | +20.2% | -10.0% | +30.2% | +24.6% |
| 6M | +24.9% | -4.6% | +29.5% | +25.3% |
| YTD | +33.2% | +20.5% | +12.7% | +19.4% |
| 1Y | +23.6% | +26.0% | -2.4% | +8.2% |
| All | +2.5% | +25.8% | -23.3% | -12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling