-2.1%
SWKS vs FND
+70.0%
-72.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.4% | +1.1% |
| 7D | -3.1% | +6.8% | -10.0% | -5.8% |
| 30D | +8.3% | +13.1% | -4.7% | +3.0% |
| 3M | +20.2% | -13.1% | +33.3% | +24.7% |
| 6M | +24.9% | -0.6% | +25.5% | +21.7% |
| YTD | +33.2% | -15.5% | +48.7% | +35.5% |
| 1Y | +23.6% | -13.7% | +37.2% | +24.4% |
| 3Y | +1.3% | -35.0% | +36.3% | +8.9% |
| 5Y | -40.6% | -60.1% | +19.5% | -27.9% |
| All | -2.1% | +70.0% | -72.2% | -26.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling