+30.5%
SWKS vs FN
+663.9%
-633.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -14.2% | +12.2% | +2.6% |
| 7D | -9.2% | -16.0% | +6.8% | -4.8% |
| 30D | -1.9% | -40.1% | +38.2% | +14.0% |
| 3M | +21.2% | -43.9% | +65.1% | +41.2% |
| 6M | +12.9% | -55.6% | +68.5% | +39.8% |
| YTD | +30.7% | -35.7% | +66.4% | +35.8% |
| 1Y | +14.1% | -39.8% | +54.0% | +20.1% |
| 3Y | -1.7% | +80.3% | -82.0% | -40.5% |
| 5Y | -43.0% | +143.3% | -186.3% | -71.8% |
| All | +30.5% | +663.9% | -633.4% | -62.5% |
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