+56.3%
SWKS vs USFD
+353.3%
-297.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +8.5% | -11.4% | -5.5% |
| 7D | -4.9% | +7.8% | -12.8% | -7.4% |
| 30D | -1.2% | +16.2% | -17.3% | -6.0% |
| 3M | +24.2% | +11.0% | +13.2% | +19.2% |
| 6M | +21.5% | +20.7% | +0.8% | +12.7% |
| YTD | +33.5% | +46.0% | -12.5% | +15.1% |
| 1Y | +18.9% | +49.8% | -30.9% | +1.5% |
| 3Y | +0.4% | +167.3% | -166.9% | -29.4% |
| 5Y | -44.3% | +197.2% | -241.5% | -62.7% |
| 10Y | +37.1% | +389.9% | -352.7% | -30.0% |
| All | +56.3% | +353.3% | -297.1% | -17.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling