+50.8%
SWKS vs FDX
+155.8%
-105.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.9% |
| 7D | +9.4% | +5.2% | +4.2% | +6.6% |
| 30D | +17.0% | +11.3% | +5.7% | +10.4% |
| 3M | +28.9% | -4.1% | +33.0% | +30.9% |
| 6M | +33.1% | +9.6% | +23.5% | +25.5% |
| YTD | +44.8% | +40.9% | +3.9% | +18.3% |
| 1Y | +36.2% | +53.0% | -16.8% | +6.4% |
| 3Y | +11.5% | +74.1% | -62.6% | -21.9% |
| 5Y | -37.1% | +75.1% | -112.2% | -57.6% |
| All | +50.8% | +155.8% | -105.0% | -27.2% |
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