+207.0%
C vs SWKS
+49.3%
+157.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +4.2% | +9.4% | -5.3% | +0.9% |
| 30D | +2.0% | +17.0% | -15.0% | -3.5% |
| 3M | -10.1% | +28.9% | -39.0% | -19.1% |
| 6M | +1.0% | +33.1% | -32.2% | -11.6% |
| YTD | +8.5% | +44.8% | -36.3% | -9.5% |
| 1Y | +25.7% | +36.2% | -10.5% | +7.2% |
| 3Y | +216.0% | +11.5% | +204.5% | +170.5% |
| 5Y | +112.3% | -37.1% | +149.4% | +122.2% |
| All | +207.0% | +49.3% | +157.7% | +117.5% |
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