+53.2%
ADP vs SWKS
-53.5%
+106.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.5% | -5.6% | -2.6% |
| 7D | -3.4% | +12.5% | -15.9% | -5.3% |
| 30D | +2.8% | +10.5% | -7.7% | +1.1% |
| 3M | +20.9% | -7.4% | +28.3% | +21.9% |
| 6M | +29.9% | +32.7% | -2.8% | +21.1% |
| YTD | +9.6% | +19.2% | -9.5% | +4.2% |
| 1Y | -5.3% | +2.4% | -7.6% | -7.5% |
| 3Y | +16.5% | -25.6% | +42.1% | +16.7% |
| All | +53.2% | -53.5% | +106.7% | +57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling