+253.5%
SWKS vs USFR
+28.5%
+225.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -6.2% | +0.1% | -6.3% | -6.2% |
| 30D | -1.5% | +0.4% | -1.9% | -1.7% |
| 3M | +23.0% | +1.1% | +21.9% | +22.4% |
| 6M | +27.6% | +2.1% | +25.6% | +26.4% |
| YTD | +32.3% | +3.4% | +28.9% | +30.3% |
| 1Y | +20.1% | +4.1% | +16.0% | +17.9% |
| 3Y | +0.6% | +14.4% | -13.8% | -5.8% |
| 5Y | -42.3% | +21.3% | -63.7% | -47.8% |
| 10Y | +35.9% | +28.5% | +7.5% | +20.9% |
| All | +253.5% | +28.5% | +225.0% | +216.7% |
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