+1,163.5%
C vs SWKS
+8,307.4%
-7,143.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.8% | -0.9% |
| 7D | +3.6% | +12.5% | -8.9% | +1.6% |
| 30D | +0.1% | +10.5% | -10.4% | -1.7% |
| 3M | +2.4% | -7.4% | +9.8% | +3.3% |
| 6M | +24.9% | +32.7% | -7.7% | +17.9% |
| YTD | +19.8% | +19.2% | +0.6% | +14.9% |
| 1Y | +44.9% | +2.4% | +42.5% | +42.1% |
| 3Y | +263.0% | -25.6% | +288.6% | +267.9% |
| 5Y | +129.5% | -53.4% | +183.0% | +148.2% |
| 10Y | +291.6% | +23.2% | +268.4% | +258.7% |
| All | +1,163.5% | +8,307.4% | -7,143.9% | +509.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling