-25.2%
SWKS vs FN
+158.4%
-183.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.1% | +0.4% | +2.8% |
| 7D | +12.5% | -1.7% | +14.2% | +12.9% |
| 30D | +10.5% | -22.0% | +32.5% | +16.1% |
| 3M | -7.4% | -43.0% | +35.6% | +4.1% |
| 6M | +32.7% | -27.7% | +60.4% | +38.5% |
| YTD | +19.2% | -10.5% | +29.7% | +16.2% |
| 1Y | +2.4% | +12.5% | -10.1% | -7.2% |
| All | -25.2% | +158.4% | -183.6% | -53.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling