+23.6%
SWKS vs FND
-13.4%
+37.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.4% | +0.3% |
| 7D | -3.1% | +6.8% | -10.0% | -4.1% |
| 30D | +8.3% | +13.1% | -4.7% | +6.2% |
| 3M | +20.2% | -13.1% | +33.3% | +23.2% |
| 6M | +24.9% | -0.6% | +25.5% | +24.8% |
| YTD | +33.2% | -15.5% | +48.7% | +35.3% |
| 1Y | +23.6% | -13.7% | +37.2% | +24.2% |
| All | +23.6% | -13.4% | +37.0% | +24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling