-53.0%
SWKS vs USFD
+215.8%
-268.9%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.7% |
| 7D | +12.5% | -3.0% | +15.5% | +13.9% |
| 30D | +10.5% | +3.5% | +7.0% | +8.6% |
| 3M | -7.4% | +26.6% | -34.0% | -17.4% |
| 6M | +32.7% | +11.7% | +21.0% | +24.9% |
| YTD | +19.2% | +38.1% | -19.0% | -0.7% |
| 1Y | +2.4% | +33.4% | -31.0% | -13.4% |
| 3Y | -25.6% | +155.8% | -181.4% | -55.4% |
| All | -53.0% | +215.8% | -268.9% | -75.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling