+37.8%
SWKS vs FDX
+154.2%
-116.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -3.1% | +0.5% | -3.6% | -3.6% |
| 30D | +8.3% | +9.5% | -1.2% | +3.1% |
| 3M | +20.2% | -1.3% | +21.6% | +20.3% |
| 6M | +24.9% | +5.5% | +19.4% | +20.1% |
| YTD | +33.2% | +38.9% | -5.7% | +9.6% |
| 1Y | +23.6% | +58.8% | -35.2% | -5.5% |
| 3Y | +1.3% | +71.1% | -69.9% | -28.4% |
| 5Y | -40.6% | +76.3% | -116.9% | -60.2% |
| All | +37.8% | +154.2% | -116.4% | -32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 10y: compounded portfolio wealth divided by compounded FDX 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…
10y analysis · Full analysis span regression · 6 months rolling