+0.6%
SWKS vs USFR
+14.4%
-13.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.3% |
| 7D | -6.2% | +0.1% | -6.3% | -5.8% |
| 30D | -1.5% | +0.4% | -1.9% | -0.2% |
| 3M | +23.0% | +1.1% | +21.9% | +28.3% |
| 6M | +27.6% | +2.1% | +25.6% | +37.4% |
| YTD | +32.3% | +3.4% | +28.9% | +47.5% |
| 1Y | +20.1% | +4.1% | +16.0% | +36.0% |
| 3Y | +0.6% | +14.4% | -13.8% | +128.2% |
| All | +0.6% | +14.4% | -13.8% | +128.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling