-50.7%
SWKS vs FRSH
-70.6%
+19.9%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.7% | +8.2% | +4.6% |
| 7D | +12.5% | -8.2% | +20.7% | +14.7% |
| 30D | +10.5% | +10.5% | 0.0% | +7.5% |
| 3M | -7.4% | +32.7% | -40.1% | -14.3% |
| 6M | +32.7% | +50.3% | -17.6% | +17.7% |
| YTD | +19.2% | +3.9% | +15.2% | +15.0% |
| 1Y | +2.4% | -2.2% | +4.5% | +0.3% |
| 3Y | -25.6% | -42.9% | +17.3% | -19.4% |
| All | -50.7% | -70.6% | +19.9% | -49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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