+25.9%
SWKS vs FE
+115.1%
-89.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.1% | +3.7% |
| 7D | +12.5% | +1.9% | +10.6% | +11.7% |
| 30D | +10.5% | -1.2% | +11.7% | +11.0% |
| 3M | -7.4% | +3.5% | -10.9% | -8.9% |
| 6M | +32.7% | -6.1% | +38.7% | +34.9% |
| YTD | +19.2% | +7.6% | +11.6% | +15.0% |
| 1Y | +2.4% | +11.9% | -9.5% | -3.0% |
| 3Y | -25.6% | +48.4% | -74.1% | -38.0% |
| 5Y | -53.4% | +44.8% | -98.2% | -61.3% |
| All | +25.9% | +115.1% | -89.2% | +2.6% |
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