+284.1%
CME vs SWKS
+23.7%
+260.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.8% | -0.7% |
| 7D | -1.6% | +12.5% | -14.1% | -3.0% |
| 30D | +6.2% | +10.5% | -4.3% | +4.8% |
| 3M | +10.4% | -7.4% | +17.8% | +11.1% |
| 6M | -9.5% | +32.7% | -42.2% | -13.9% |
| YTD | +6.0% | +19.2% | -13.1% | +2.2% |
| 1Y | +9.3% | +2.4% | +6.9% | +7.2% |
| 3Y | +57.7% | -25.6% | +83.3% | +58.1% |
| 5Y | +77.7% | -53.4% | +131.1% | +93.3% |
| All | +284.1% | +23.7% | +260.4% | +210.6% |
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 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