+6.4%
SWKS vs FND
+57.9%
-51.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.7% |
| 7D | +9.4% | -6.8% | +16.3% | +12.0% |
| 30D | +17.0% | +8.0% | +9.0% | +12.9% |
| 3M | +28.9% | -18.9% | +47.9% | +36.9% |
| 6M | +33.1% | +4.7% | +28.4% | +27.3% |
| YTD | +44.8% | -21.6% | +66.4% | +51.0% |
| 1Y | +36.2% | -22.0% | +58.2% | +42.1% |
| 3Y | +11.5% | -40.4% | +51.9% | +23.5% |
| 5Y | -37.1% | -63.8% | +26.7% | -21.1% |
| All | +6.4% | +57.9% | -51.4% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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