+105.9%
C vs SWKS
-42.6%
+148.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.2% |
| 7D | -2.4% | -6.2% | +3.8% | -0.8% |
| 30D | -6.0% | -1.5% | -4.5% | -5.8% |
| 3M | -10.5% | +23.0% | -33.5% | -16.5% |
| 6M | -5.7% | +27.6% | -33.3% | -14.1% |
| YTD | +4.1% | +32.3% | -28.2% | -7.3% |
| 1Y | +20.5% | +20.1% | +0.4% | +10.5% |
| 3Y | +208.1% | +0.6% | +207.5% | +178.4% |
| All | +105.9% | -42.6% | +148.5% | +102.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling