+1,538.5%
SWKS vs FE
+566.1%
+972.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | -9.2% | +0.6% | -9.8% | -9.4% |
| 30D | -1.9% | +6.4% | -8.3% | -4.1% |
| 3M | +21.2% | -0.5% | +21.7% | +21.3% |
| 6M | +12.9% | +4.7% | +8.1% | +10.6% |
| YTD | +30.7% | +8.4% | +22.4% | +26.0% |
| 1Y | +14.1% | +7.2% | +6.9% | +10.3% |
| 3Y | -1.7% | +44.9% | -46.6% | -15.9% |
| 5Y | -43.0% | +46.3% | -89.3% | -51.9% |
| 10Y | +34.3% | +110.3% | -75.9% | -3.2% |
| All | +1,538.5% | +566.1% | +972.4% | +793.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling