+50.8%
SWKS vs USFR
+28.6%
+22.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +9.4% | +0.1% | +9.4% | +9.3% |
| 30D | +17.0% | +0.4% | +16.6% | +16.4% |
| 3M | +28.9% | +1.1% | +27.9% | +27.3% |
| 6M | +33.1% | +2.0% | +31.1% | +29.9% |
| YTD | +44.8% | +3.5% | +41.3% | +38.7% |
| 1Y | +36.2% | +4.1% | +32.1% | +29.5% |
| 3Y | +11.5% | +14.4% | -2.9% | -7.0% |
| 5Y | -37.1% | +21.4% | -58.5% | -52.9% |
| All | +50.8% | +28.6% | +22.3% | +10.2% |
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