+32.4%
SWKS vs USFD
+368.6%
-336.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.3% | -0.2% |
| 7D | -2.7% | +3.9% | -6.7% | -4.1% |
| 30D | +8.5% | +12.8% | -4.4% | +4.1% |
| 3M | +17.3% | +1.0% | +16.3% | +16.1% |
| 6M | +25.1% | +30.3% | -5.1% | +13.3% |
| YTD | +33.3% | +46.0% | -12.6% | +15.0% |
| 1Y | +22.9% | +49.6% | -26.7% | +4.9% |
| 3Y | +5.5% | +166.3% | -160.7% | -25.6% |
| 5Y | -41.9% | +208.4% | -250.3% | -61.4% |
| 10Y | +32.4% | +371.2% | -338.8% | -30.0% |
| All | +32.4% | +368.6% | -336.2% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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