+32.1%
SWKS vs FE
+107.4%
-75.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.4% |
| 7D | -6.2% | 0.0% | -6.1% | -6.2% |
| 30D | -1.5% | +5.2% | -6.7% | -3.3% |
| 3M | +23.0% | 0.0% | +23.0% | +22.9% |
| 6M | +27.6% | +5.0% | +22.6% | +24.7% |
| YTD | +32.3% | +7.9% | +24.4% | +27.4% |
| 1Y | +20.1% | +6.3% | +13.8% | +16.2% |
| 3Y | +0.6% | +46.0% | -45.4% | -15.5% |
| 5Y | -42.3% | +45.6% | -88.0% | -52.2% |
| All | +32.1% | +107.4% | -75.2% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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