-36.5%
SWKS vs FFIV
+35.3%
-71.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | +1.3% |
| 7D | +9.4% | -0.5% | +10.0% | +9.7% |
| 30D | +17.0% | -32.4% | +49.4% | +40.6% |
| 3M | +28.9% | -25.7% | +54.6% | +45.7% |
| 6M | +33.1% | -13.5% | +46.6% | +37.0% |
| YTD | +44.8% | +21.1% | +23.7% | +18.7% |
| 1Y | +36.2% | +29.4% | +6.8% | +6.6% |
| 3Y | +11.5% | +94.9% | -83.4% | -38.9% |
| All | -36.5% | +35.3% | -71.9% | -58.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling