+316.8%
ADP vs SWKS
+33.1%
+283.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.5% |
| 7D | +3.2% | -6.2% | +9.4% | +4.7% |
| 30D | +14.9% | -1.5% | +16.4% | +15.0% |
| 3M | +11.6% | +23.0% | -11.3% | +4.8% |
| 6M | +48.5% | +27.6% | +20.9% | +35.6% |
| YTD | +20.6% | +32.3% | -11.7% | +7.9% |
| 1Y | +23.7% | +20.1% | +3.6% | +13.5% |
| 3Y | +47.8% | +0.6% | +47.1% | +33.4% |
| 5Y | +47.7% | -42.3% | +90.0% | +54.8% |
| All | +316.8% | +33.1% | +283.7% | +214.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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