-43.6%
SWKS vs FND
-61.6%
+18.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.4% |
| 7D | -6.2% | +7.7% | -13.8% | -9.1% |
| 30D | -1.5% | +11.9% | -13.3% | -6.1% |
| 3M | +23.0% | -14.6% | +37.5% | +28.8% |
| 6M | +27.6% | +0.5% | +27.2% | +23.7% |
| YTD | +32.3% | -15.8% | +48.1% | +35.2% |
| 1Y | +20.1% | -12.9% | +33.1% | +20.7% |
| 3Y | +0.6% | -34.2% | +34.8% | +7.1% |
| All | -43.6% | -61.6% | +18.0% | -30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling