-43.0%
SWKS vs FDS
-19.3%
-23.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.0% |
| 7D | -9.2% | +6.4% | -15.6% | -10.5% |
| 30D | -1.9% | +25.2% | -27.1% | -7.1% |
| 3M | +21.2% | +22.9% | -1.7% | +14.4% |
| 6M | +12.9% | +56.5% | -43.6% | -3.5% |
| YTD | +30.7% | +19.0% | +11.8% | +25.0% |
| 1Y | +14.1% | +32.7% | -18.6% | +2.1% |
| 3Y | -1.7% | -20.4% | +18.7% | +15.5% |
| 5Y | -43.0% | -19.6% | -23.4% | -37.1% |
| All | -43.0% | -19.3% | -23.7% | -37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling