-43.0%
SWKS vs FDX
+76.2%
-119.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.8% | +1.8% | -0.3% |
| 7D | -9.2% | +2.9% | -12.1% | -10.5% |
| 30D | -1.9% | +9.6% | -11.5% | -6.1% |
| 3M | +21.2% | +2.4% | +18.9% | +19.2% |
| 6M | +12.9% | +9.2% | +3.7% | +7.0% |
| YTD | +30.7% | +37.7% | -7.0% | +9.9% |
| 1Y | +14.1% | +56.1% | -42.0% | -10.0% |
| 3Y | -1.7% | +68.9% | -70.6% | -28.4% |
| 5Y | -43.0% | +79.0% | -122.0% | -59.7% |
| All | -43.0% | +76.2% | -119.2% | -59.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling