+109.4%
C vs SWKS
-44.4%
+153.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.1% | -3.0% | -4.5% |
| 7D | -5.3% | -9.2% | +3.9% | -2.9% |
| 30D | -7.3% | -1.9% | -5.4% | -7.0% |
| 3M | -13.5% | +21.2% | -34.7% | -18.9% |
| 6M | -6.5% | +12.9% | -19.4% | -11.9% |
| YTD | +3.6% | +30.7% | -27.1% | -7.5% |
| 1Y | +18.9% | +14.1% | +4.8% | +10.7% |
| 3Y | +205.0% | -1.7% | +206.7% | +177.6% |
| 5Y | +109.4% | -43.0% | +152.4% | +106.8% |
| All | +109.4% | -44.4% | +153.8% | +106.8% |
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 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