+69.4%
CME vs SWKS
-43.2%
+112.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.4% |
| 7D | -0.6% | -2.7% | +2.2% | -0.6% |
| 30D | +8.5% | +8.5% | +0.1% | +8.5% |
| 3M | +16.0% | +17.3% | -1.3% | +15.8% |
| 6M | +9.3% | +25.1% | -15.8% | +9.0% |
| YTD | +15.3% | +33.3% | -18.0% | +14.6% |
| 1Y | +14.4% | +22.9% | -8.5% | +14.0% |
| 3Y | +59.9% | +5.5% | +54.4% | +57.0% |
| 5Y | +69.4% | -41.9% | +111.3% | +76.7% |
| All | +69.4% | -43.2% | +112.7% | +76.7% |
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 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