+32.4%
SWKS vs USFR
+28.5%
+4.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -2.7% | +0.1% | -2.8% | -2.8% |
| 30D | +8.5% | +0.4% | +8.1% | +8.0% |
| 3M | +17.3% | +1.1% | +16.2% | +15.8% |
| 6M | +25.1% | +2.0% | +23.1% | +22.0% |
| YTD | +33.3% | +3.4% | +29.9% | +27.8% |
| 1Y | +22.9% | +4.1% | +18.8% | +16.8% |
| 3Y | +5.5% | +14.3% | -8.8% | -12.1% |
| 5Y | -41.9% | +21.3% | -63.2% | -56.5% |
| 10Y | +32.4% | +28.5% | +4.0% | -3.5% |
| All | +32.4% | +28.5% | +4.0% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling