+710.4%
B vs SWKS
+9,318.3%
-8,607.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -2.9% | +11.2% | +8.4% |
| 7D | +1.1% | -4.9% | +6.0% | +1.3% |
| 30D | +0.3% | -1.2% | +1.5% | +0.3% |
| 3M | +5.4% | +24.2% | -18.7% | +4.5% |
| 6M | +5.5% | +21.5% | -16.0% | +4.5% |
| YTD | -6.3% | +33.5% | -39.8% | -7.6% |
| 1Y | +29.4% | +18.9% | +10.4% | +28.1% |
| 3Y | +160.3% | +0.4% | +159.9% | +158.0% |
| 5Y | +144.6% | -44.3% | +188.9% | +145.7% |
| 10Y | +169.3% | +37.1% | +132.2% | +162.5% |
| All | +710.4% | +9,318.3% | -8,607.9% | +706.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling