+221.9%
C vs SWKS
+31.5%
+190.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.1% | -3.0% | -4.3% |
| 7D | -5.3% | -9.2% | +3.9% | -2.1% |
| 30D | -7.3% | -1.9% | -5.4% | -7.0% |
| 3M | -13.5% | +21.2% | -34.7% | -20.5% |
| 6M | -6.5% | +12.9% | -19.4% | -13.6% |
| YTD | +3.6% | +30.7% | -27.1% | -10.4% |
| 1Y | +18.9% | +14.1% | +4.8% | +8.1% |
| 3Y | +205.0% | -1.7% | +206.7% | +173.3% |
| 5Y | +109.4% | -43.0% | +152.4% | +126.7% |
| All | +221.9% | +31.5% | +190.4% | +139.8% |
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