+1.3%
SWKS vs FE
+47.6%
-46.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -3.1% | -0.5% | -2.6% | -3.1% |
| 30D | +8.3% | +4.3% | +4.0% | +8.2% |
| 3M | +20.2% | +0.4% | +19.8% | +20.2% |
| 6M | +24.9% | +6.9% | +18.0% | +24.1% |
| YTD | +33.2% | +8.0% | +25.1% | +30.9% |
| 1Y | +23.6% | +4.8% | +18.8% | +22.1% |
| 3Y | +1.3% | +49.0% | -47.7% | -10.2% |
| All | +1.3% | +47.6% | -46.4% | -10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling