+50.8%
SWKS vs FFIV
+118.6%
-67.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | +1.4% |
| 7D | +9.4% | -0.5% | +10.0% | +9.7% |
| 30D | +17.0% | -32.4% | +49.4% | +42.2% |
| 3M | +28.9% | -25.7% | +54.6% | +47.3% |
| 6M | +33.1% | -13.5% | +46.6% | +38.5% |
| YTD | +44.8% | +21.1% | +23.7% | +20.1% |
| 1Y | +36.2% | +29.4% | +6.8% | +8.1% |
| 3Y | +11.5% | +94.9% | -83.4% | -34.7% |
| 5Y | -37.1% | +34.7% | -71.8% | -54.4% |
| All | +50.8% | +118.6% | -67.8% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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