+502.4%
SWKS vs FN
+3,020.0%
-2,517.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.0% | +3.1% | -1.1% |
| 7D | -4.9% | -7.0% | +2.0% | -3.4% |
| 30D | -1.2% | -24.7% | +23.5% | +6.2% |
| 3M | +24.2% | -35.7% | +59.8% | +37.8% |
| 6M | +21.5% | -52.4% | +73.9% | +45.2% |
| YTD | +33.5% | -25.0% | +58.5% | +33.5% |
| 1Y | +18.9% | -25.7% | +44.6% | +18.0% |
| 3Y | +0.4% | +110.2% | -109.8% | -35.5% |
| 5Y | -44.3% | +192.3% | -236.6% | -69.4% |
| 10Y | +37.1% | +812.3% | -775.1% | -49.4% |
| All | +502.4% | +3,020.0% | -2,517.6% | +62.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling