+293.4%
C vs SWKS
+23.7%
+269.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.8% | -1.6% |
| 7D | +3.6% | +12.5% | -8.9% | -0.7% |
| 30D | +0.1% | +10.5% | -10.4% | -3.7% |
| 3M | +2.4% | -7.4% | +9.8% | +4.2% |
| 6M | +24.9% | +32.7% | -7.7% | +9.4% |
| YTD | +19.8% | +19.2% | +0.6% | +8.5% |
| 1Y | +44.9% | +2.4% | +42.5% | +38.0% |
| 3Y | +263.0% | -25.6% | +288.6% | +268.0% |
| 5Y | +129.5% | -53.4% | +183.0% | +172.6% |
| All | +293.4% | +23.7% | +269.7% | +191.8% |
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