+35.3%
SWKS vs FFIV
+126.0%
-90.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -3.1% | -4.2% | +1.0% | -0.9% |
| 30D | +8.3% | -33.9% | +42.2% | +33.5% |
| 3M | +20.2% | -22.6% | +42.8% | +34.2% |
| 6M | +24.9% | -10.4% | +35.3% | +27.4% |
| YTD | +33.2% | +24.3% | +8.8% | +8.9% |
| 1Y | +23.6% | +31.8% | -8.2% | -2.8% |
| 3Y | +1.3% | +99.5% | -98.3% | -41.4% |
| 5Y | -40.6% | +40.7% | -81.3% | -58.0% |
| 10Y | +35.3% | +126.9% | -91.6% | -33.7% |
| All | +35.3% | +126.0% | -90.7% | -33.7% |
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