+3,407.7%
SWKS vs FDS
+10,727.5%
-7,319.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.8% |
| 7D | -9.2% | +6.4% | -15.6% | -12.2% |
| 30D | -1.9% | +25.2% | -27.1% | -13.0% |
| 3M | +21.2% | +22.9% | -1.7% | +6.4% |
| 6M | +12.9% | +56.5% | -43.6% | -15.8% |
| YTD | +30.7% | +19.0% | +11.8% | +9.1% |
| 1Y | +14.1% | +32.7% | -18.6% | -10.9% |
| 3Y | -1.7% | -20.4% | +18.7% | -0.6% |
| 5Y | -43.0% | -19.6% | -23.4% | -43.3% |
| 10Y | +34.3% | +148.5% | -114.2% | -28.4% |
| All | +3,407.7% | +10,727.5% | -7,319.8% | +402.7% |
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