+32.1%
SWKS vs FDX
+153.7%
-121.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.7% | +3.9% | +2.6% |
| 7D | -6.2% | -1.6% | -4.5% | -5.6% |
| 30D | -1.5% | +6.6% | -8.1% | -4.9% |
| 3M | +23.0% | -2.1% | +25.0% | +23.4% |
| 6M | +27.6% | +2.2% | +25.4% | +24.7% |
| YTD | +32.3% | +33.9% | -1.6% | +11.0% |
| 1Y | +20.1% | +50.2% | -30.1% | -5.4% |
| 3Y | +0.6% | +65.5% | -64.9% | -27.6% |
| 5Y | -42.3% | +74.1% | -116.4% | -61.1% |
| All | +32.1% | +153.7% | -121.6% | -29.7% |
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