+25.9%
SWKS vs FN
+900.0%
-874.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.1% | +0.4% | +2.5% |
| 7D | +12.5% | -1.7% | +14.2% | +13.1% |
| 30D | +10.5% | -22.0% | +32.5% | +18.5% |
| 3M | -7.4% | -43.0% | +35.6% | +9.6% |
| 6M | +32.7% | -27.7% | +60.4% | +40.1% |
| YTD | +19.2% | -10.5% | +29.7% | +13.9% |
| 1Y | +2.4% | +12.5% | -10.1% | -11.6% |
| 3Y | -25.6% | +153.8% | -179.4% | -58.9% |
| 5Y | -53.4% | +288.0% | -341.4% | -80.2% |
| All | +25.9% | +900.0% | -874.1% | -67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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