+803.7%
B vs SWKS
+8,307.4%
-7,503.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.5% | -5.7% | -2.3% |
| 7D | -1.6% | +12.5% | -14.1% | -2.0% |
| 30D | +9.4% | +10.5% | -1.1% | +9.0% |
| 3M | +5.0% | -7.4% | +12.4% | +5.2% |
| 6M | -3.5% | +32.7% | -36.2% | -4.7% |
| YTD | +4.5% | +19.2% | -14.7% | +3.6% |
| 1Y | +67.8% | +2.4% | +65.4% | +67.2% |
| 3Y | +196.7% | -25.6% | +222.3% | +197.3% |
| 5Y | +151.9% | -53.4% | +205.4% | +154.9% |
| 10Y | +202.2% | +23.2% | +179.0% | +196.0% |
| All | +803.7% | +8,307.4% | -7,503.7% | +804.3% |
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