+3,097.2%
SWKS vs FDS
+9,502.8%
-6,405.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.5% | +7.0% | +5.3% |
| 7D | +12.5% | -1.9% | +14.4% | +13.4% |
| 30D | +10.5% | +9.0% | +1.5% | +5.4% |
| 3M | -7.4% | +18.9% | -26.2% | -17.6% |
| 6M | +32.7% | +35.1% | -2.5% | +7.5% |
| YTD | +19.2% | +5.5% | +13.7% | +8.0% |
| 1Y | +2.4% | -16.8% | +19.2% | +3.7% |
| 3Y | -25.6% | -28.1% | +2.4% | -19.2% |
| 5Y | -53.4% | -17.4% | -36.0% | -53.6% |
| 10Y | +23.2% | +85.4% | -62.3% | -22.0% |
| All | +3,097.2% | +9,502.8% | -6,405.6% | +397.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling