+328.9%
CME vs SWKS
+33.1%
+295.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.6% |
| 7D | +0.9% | -6.2% | +7.1% | +1.6% |
| 30D | +13.2% | -1.5% | +14.7% | +13.3% |
| 3M | +16.3% | +23.0% | -6.7% | +12.7% |
| 6M | +7.1% | +27.6% | -20.5% | +2.6% |
| YTD | +15.8% | +32.3% | -16.5% | +9.7% |
| 1Y | +17.1% | +20.1% | -3.0% | +12.3% |
| 3Y | +63.2% | +0.6% | +62.5% | +54.4% |
| 5Y | +70.2% | -42.3% | +112.5% | +77.4% |
| All | +328.9% | +33.1% | +295.8% | +251.7% |
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