+299.5%
CME vs SWKS
+37.5%
+262.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.5% |
| 7D | -0.6% | -2.7% | +2.2% | -0.3% |
| 30D | +8.5% | +8.5% | +0.1% | +7.5% |
| 3M | +16.0% | +17.3% | -1.3% | +13.2% |
| 6M | +9.3% | +25.1% | -15.8% | +5.0% |
| YTD | +15.3% | +33.3% | -18.0% | +9.1% |
| 1Y | +14.4% | +22.9% | -8.5% | +9.4% |
| 3Y | +59.9% | +5.5% | +54.4% | +49.9% |
| 5Y | +69.4% | -41.9% | +111.3% | +76.5% |
| 10Y | +299.5% | +32.4% | +267.1% | +227.2% |
| All | +299.5% | +37.5% | +262.0% | +227.2% |
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