-0.6%
SWKS vs USFD
+159.7%
-160.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.8% | +0.7% | -1.4% |
| 7D | -9.2% | +3.9% | -13.1% | -10.2% |
| 30D | -1.9% | +10.7% | -12.6% | -4.6% |
| 3M | +21.2% | +6.3% | +14.9% | +18.8% |
| 6M | +12.9% | +16.2% | -3.3% | +6.8% |
| YTD | +30.7% | +41.9% | -11.1% | +10.1% |
| 1Y | +14.1% | +44.2% | -30.1% | -5.0% |
| All | -0.6% | +159.7% | -160.2% | -36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling