+223.5%
C vs SWKS
+33.1%
+190.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.1% |
| 7D | -2.4% | -6.2% | +3.8% | -0.3% |
| 30D | -6.0% | -1.5% | -4.5% | -5.7% |
| 3M | -10.5% | +23.0% | -33.5% | -18.2% |
| 6M | -5.7% | +27.6% | -33.3% | -16.5% |
| YTD | +4.1% | +32.3% | -28.2% | -10.4% |
| 1Y | +20.5% | +20.1% | +0.4% | +7.5% |
| 3Y | +208.1% | +0.6% | +207.5% | +173.6% |
| 5Y | +110.4% | -42.3% | +152.7% | +126.9% |
| All | +223.5% | +33.1% | +190.4% | +140.0% |
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