-41.9%
SWKS vs FDS
-23.2%
-18.7%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +0.9% |
| 7D | -2.7% | -5.0% | +2.2% | -1.7% |
| 30D | +8.5% | +13.8% | -5.3% | +5.1% |
| 3M | +17.3% | +14.8% | +2.4% | +12.5% |
| 6M | +25.1% | +47.4% | -22.3% | +8.6% |
| YTD | +33.3% | +14.2% | +19.2% | +28.6% |
| 1Y | +22.9% | +26.6% | -3.7% | +11.4% |
| 3Y | +5.5% | -24.4% | +30.0% | +25.9% |
| 5Y | -41.9% | -22.6% | -19.3% | -35.9% |
| All | -41.9% | -23.2% | -18.7% | -35.9% |
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