-12.4%
SWKS vs FND
+66.0%
-78.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.8% | +2.9% |
| 7D | +12.5% | -5.2% | +17.7% | +14.5% |
| 30D | +10.5% | -19.9% | +30.4% | +19.3% |
| 3M | -7.4% | +2.7% | -10.1% | -9.5% |
| 6M | +32.7% | -21.7% | +54.3% | +41.3% |
| YTD | +19.2% | -17.5% | +36.7% | +23.7% |
| 1Y | +2.4% | -39.3% | +41.7% | +18.3% |
| 3Y | -25.6% | -49.8% | +24.1% | -11.4% |
| 5Y | -53.4% | -60.1% | +6.7% | -42.9% |
| All | -12.4% | +66.0% | -78.4% | -32.8% |
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 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