-43.6%
SWKS vs FFIV
+39.5%
-83.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.4% |
| 7D | -6.2% | -8.1% | +2.0% | -1.9% |
| 30D | -1.5% | -33.4% | +31.9% | +19.2% |
| 3M | +23.0% | -24.7% | +47.7% | +37.7% |
| 6M | +27.6% | -8.8% | +36.5% | +27.5% |
| YTD | +32.3% | +21.8% | +10.5% | +8.2% |
| 1Y | +20.1% | +25.3% | -5.2% | -3.8% |
| 3Y | +0.6% | +101.2% | -100.5% | -46.0% |
| All | -43.6% | +39.5% | -83.0% | -64.2% |
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