+32.1%
SWKS vs FE
+105.3%
-73.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.7% |
| 7D | -6.2% | -1.0% | -5.1% | -5.8% |
| 30D | -1.5% | +4.1% | -5.6% | -3.0% |
| 3M | +23.0% | -1.0% | +24.0% | +23.3% |
| 6M | +27.6% | +4.0% | +23.6% | +25.2% |
| YTD | +32.3% | +6.8% | +25.5% | +27.9% |
| 1Y | +20.1% | +5.3% | +14.8% | +16.6% |
| 3Y | +0.6% | +44.6% | -43.9% | -15.2% |
| 5Y | -42.3% | +44.2% | -86.5% | -52.0% |
| All | +32.1% | +105.3% | -73.2% | +11.7% |
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