+326.6%
SWKS vs FANG
+1,370.4%
-1,043.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.8% | +5.4% | +3.9% |
| 7D | +12.5% | +0.8% | +11.7% | +12.3% |
| 30D | +10.5% | +7.6% | +2.9% | +8.5% |
| 3M | -7.4% | -1.3% | -6.1% | -7.6% |
| 6M | +32.7% | +14.7% | +18.0% | +27.5% |
| YTD | +19.2% | +34.8% | -15.6% | +10.1% |
| 1Y | +2.4% | +42.9% | -40.5% | -6.9% |
| 3Y | -25.6% | +43.8% | -69.4% | -33.0% |
| 5Y | -53.4% | +225.8% | -279.3% | -65.6% |
| 10Y | +23.2% | +171.9% | -148.7% | -20.1% |
| All | +326.6% | +1,370.4% | -1,043.8% | +70.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling