+19.7%
SWKS vs FOXA
+94.4%
-74.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.8% |
| 7D | -6.2% | +5.4% | -11.5% | -8.4% |
| 30D | -1.5% | +6.3% | -7.8% | -4.4% |
| 3M | +23.0% | +8.3% | +14.6% | +17.5% |
| 6M | +27.6% | +7.6% | +20.0% | +19.6% |
| YTD | +32.3% | -7.9% | +40.3% | +33.0% |
| 1Y | +20.1% | +2.4% | +17.8% | +14.4% |
| 3Y | +0.6% | +120.3% | -119.7% | -33.9% |
| 5Y | -42.3% | +71.0% | -113.3% | -58.1% |
| All | +19.7% | +94.4% | -74.7% | -28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 10y: compounded portfolio wealth divided by compounded FOXA 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…
10y analysis · Full analysis span regression · 6 months rolling