+50.8%
SWKS vs USFD
+359.9%
-309.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +9.4% | +1.7% | +7.8% | +8.8% |
| 30D | +17.0% | +10.2% | +6.8% | +13.1% |
| 3M | +28.9% | -1.5% | +30.4% | +28.6% |
| 6M | +33.1% | +27.3% | +5.8% | +21.4% |
| YTD | +44.8% | +44.0% | +0.8% | +25.4% |
| 1Y | +36.2% | +50.4% | -14.1% | +16.0% |
| 3Y | +11.5% | +153.6% | -142.1% | -20.2% |
| 5Y | -37.1% | +219.0% | -256.0% | -58.5% |
| All | +50.8% | +359.9% | -309.1% | -19.3% |
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