-43.6%
SWKS vs FDS
-22.8%
-20.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.7% | +4.9% | +2.0% |
| 7D | -6.2% | -0.5% | -5.6% | -6.2% |
| 30D | -1.5% | +20.2% | -21.7% | -5.9% |
| 3M | +23.0% | +19.9% | +3.1% | +16.6% |
| 6M | +27.6% | +56.2% | -28.6% | +8.3% |
| YTD | +32.3% | +14.6% | +17.8% | +27.5% |
| 1Y | +20.1% | +31.6% | -11.5% | +6.6% |
| 3Y | +0.6% | -23.8% | +24.5% | +19.6% |
| All | -43.6% | -22.8% | -20.8% | -37.5% |
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