-43.0%
SWKS vs FE
+46.2%
-89.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | -9.2% | +0.6% | -9.8% | -9.3% |
| 30D | -1.9% | +6.4% | -8.3% | -3.2% |
| 3M | +21.2% | -0.5% | +21.7% | +21.3% |
| 6M | +12.9% | +4.7% | +8.1% | +11.4% |
| YTD | +30.7% | +8.4% | +22.4% | +27.1% |
| 1Y | +14.1% | +7.2% | +6.9% | +11.1% |
| 3Y | -1.7% | +44.9% | -46.6% | -14.4% |
| 5Y | -43.0% | +46.3% | -89.3% | -50.5% |
| All | -43.0% | +46.2% | -89.2% | -50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling