+249.3%
SWKS vs USFR
+28.5%
+220.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -9.2% | +0.1% | -9.3% | -9.2% |
| 30D | -1.9% | +0.4% | -2.3% | -2.1% |
| 3M | +21.2% | +1.1% | +20.2% | +20.6% |
| 6M | +12.9% | +2.0% | +10.9% | +11.8% |
| YTD | +30.7% | +3.4% | +27.3% | +28.7% |
| 1Y | +14.1% | +4.1% | +10.0% | +12.0% |
| 3Y | -1.7% | +14.4% | -16.1% | -8.0% |
| 5Y | -43.0% | +21.3% | -64.3% | -48.4% |
| 10Y | +34.3% | +28.4% | +5.9% | +19.4% |
| All | +249.3% | +28.5% | +220.8% | +212.9% |
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