+218.4%
SWKS vs USFR
+27.5%
+190.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | +12.5% | +0.1% | +12.4% | +12.5% |
| 30D | +10.5% | +0.3% | +10.2% | +10.3% |
| 3M | -7.4% | +1.0% | -8.4% | -7.8% |
| 6M | +32.7% | +1.9% | +30.7% | +31.5% |
| YTD | +19.2% | +2.6% | +16.5% | +17.7% |
| 1Y | +2.4% | +4.0% | -1.6% | +0.5% |
| 3Y | -25.6% | +14.1% | -39.7% | -30.3% |
| 5Y | -53.4% | +20.4% | -73.8% | -57.7% |
| 10Y | +23.2% | +28.0% | -4.8% | +9.8% |
| All | +218.4% | +27.5% | +190.8% | +186.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling