+493.0%
SWKS vs FFIV
+5,982.7%
-5,489.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.5% | +3.4% | 0.0% |
| 7D | -9.2% | -14.2% | +5.0% | -3.8% |
| 30D | -1.9% | -33.6% | +31.7% | +12.9% |
| 3M | +21.2% | -24.2% | +45.4% | +32.3% |
| 6M | +12.9% | -8.3% | +21.2% | +14.6% |
| YTD | +30.7% | +22.1% | +8.6% | +17.4% |
| 1Y | +14.1% | +26.5% | -12.3% | +1.0% |
| 3Y | -1.7% | +102.3% | -104.0% | -28.2% |
| 5Y | -43.0% | +40.6% | -83.6% | -52.0% |
| 10Y | +34.3% | +129.7% | -95.4% | -7.1% |
| All | +493.0% | +5,982.7% | -5,489.8% | +5.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling