-43.6%
SWKS vs USFD
+188.3%
-231.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | -6.2% | +3.0% | -9.1% | -7.6% |
| 30D | -1.5% | +11.1% | -12.5% | -6.1% |
| 3M | +23.0% | -0.3% | +23.2% | +22.2% |
| 6M | +27.6% | +15.9% | +11.7% | +17.1% |
| YTD | +32.3% | +41.6% | -9.3% | +7.4% |
| 1Y | +20.1% | +49.4% | -29.3% | -5.7% |
| 3Y | +0.6% | +157.8% | -157.2% | -41.9% |
| All | -43.6% | +188.3% | -231.9% | -70.9% |
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