+20.1%
SWKS vs FFIV
+26.7%
-6.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | -6.2% | -8.1% | +2.0% | -4.3% |
| 30D | -1.5% | -33.4% | +31.9% | +7.1% |
| 3M | +23.0% | -24.7% | +47.7% | +27.8% |
| 6M | +27.6% | -8.8% | +36.5% | +27.3% |
| YTD | +32.3% | +21.8% | +10.5% | +24.8% |
| 1Y | +20.1% | +25.3% | -5.2% | +11.4% |
| All | +20.1% | +26.7% | -6.6% | +11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling