+53.0%
SWKS vs USFD
+340.6%
-287.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.8% | +0.7% | -1.2% |
| 7D | -9.2% | +3.9% | -13.1% | -10.5% |
| 30D | -1.9% | +10.7% | -12.6% | -5.3% |
| 3M | +21.2% | +6.3% | +14.9% | +18.0% |
| 6M | +12.9% | +16.2% | -3.3% | +6.0% |
| YTD | +30.7% | +41.9% | -11.1% | +13.7% |
| 1Y | +14.1% | +44.2% | -30.1% | -1.4% |
| 3Y | -1.7% | +159.8% | -161.5% | -30.2% |
| 5Y | -43.0% | +177.1% | -220.1% | -61.0% |
| 10Y | +34.3% | +376.2% | -341.8% | -30.9% |
| All | +53.0% | +340.6% | -287.6% | -18.3% |
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