+71.0%
CME vs SWKS
-42.6%
+113.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.4% |
| 7D | +0.9% | -6.2% | +7.1% | +0.9% |
| 30D | +13.2% | -1.5% | +14.7% | +13.2% |
| 3M | +16.3% | +23.0% | -6.7% | +16.0% |
| 6M | +7.1% | +27.6% | -20.5% | +6.8% |
| YTD | +15.8% | +32.3% | -16.5% | +15.2% |
| 1Y | +17.1% | +20.1% | -3.0% | +16.7% |
| 3Y | +63.2% | +0.6% | +62.5% | +61.0% |
| All | +71.0% | -42.6% | +113.6% | +80.3% |
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