-44.3%
SWKS vs FN
+197.1%
-241.3%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.0% | +3.1% | -1.4% |
| 7D | -4.9% | -7.0% | +2.0% | -3.6% |
| 30D | -1.2% | -24.7% | +23.5% | +5.1% |
| 3M | +24.2% | -35.7% | +59.8% | +35.7% |
| 6M | +21.5% | -52.4% | +73.9% | +41.6% |
| YTD | +33.5% | -25.0% | +58.5% | +33.4% |
| 1Y | +18.9% | -25.7% | +44.6% | +18.1% |
| 3Y | +0.4% | +110.2% | -109.8% | -34.8% |
| 5Y | -44.3% | +192.3% | -236.6% | -71.1% |
| All | -44.3% | +197.1% | -241.3% | -71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling