-25.2%
SWKS vs FND
-49.4%
+24.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.8% | +3.0% |
| 7D | +12.5% | -5.2% | +17.7% | +14.3% |
| 30D | +10.5% | -19.9% | +30.4% | +18.6% |
| 3M | -7.4% | +2.7% | -10.1% | -9.2% |
| 6M | +32.7% | -21.7% | +54.3% | +42.1% |
| YTD | +19.2% | -17.5% | +36.7% | +24.0% |
| 1Y | +2.4% | -39.3% | +41.7% | +19.5% |
| All | -25.2% | -49.4% | +24.2% | -12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling