+1,573.0%
SWKS vs FE
+567.2%
+1,005.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -4.9% | +1.7% | -6.6% | -5.5% |
| 30D | -1.2% | +8.1% | -9.3% | -3.9% |
| 3M | +24.2% | -1.3% | +25.5% | +24.6% |
| 6M | +21.5% | +2.9% | +18.6% | +19.7% |
| YTD | +33.5% | +8.6% | +24.9% | +28.6% |
| 1Y | +18.9% | +6.3% | +12.6% | +15.2% |
| 3Y | +0.4% | +45.1% | -44.8% | -14.2% |
| 5Y | -44.3% | +47.1% | -91.4% | -53.1% |
| 10Y | +37.1% | +110.6% | -73.5% | -1.2% |
| All | +1,573.0% | +567.2% | +1,005.8% | +811.9% |
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