+18.9%
SWKS vs FDS
+31.1%
-12.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.9% | -5.8% | -2.5% |
| 7D | -4.9% | +9.4% | -14.4% | -3.7% |
| 30D | -1.2% | +23.8% | -25.0% | +1.9% |
| 3M | +24.2% | +25.1% | -1.0% | +28.8% |
| 6M | +21.5% | +53.8% | -32.3% | +27.5% |
| YTD | +33.5% | +19.6% | +13.9% | +43.0% |
| 1Y | +18.9% | +31.6% | -12.7% | +27.1% |
| All | +18.9% | +31.1% | -12.2% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling