+7,451.3%
CME vs SWKS
+999.3%
+6,452.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.7% | +0.1% |
| 7D | +3.7% | -9.2% | +12.8% | +5.5% |
| 30D | +13.7% | -1.9% | +15.6% | +13.9% |
| 3M | +16.6% | +21.2% | -4.6% | +11.1% |
| 6M | +8.2% | +12.9% | -4.7% | +3.2% |
| YTD | +16.3% | +30.7% | -14.4% | +7.0% |
| 1Y | +19.1% | +14.1% | +5.0% | +12.4% |
| 3Y | +67.4% | -1.7% | +69.0% | +54.6% |
| 5Y | +71.0% | -43.0% | +114.0% | +73.0% |
| 10Y | +338.9% | +34.3% | +304.6% | +243.2% |
| All | +7,451.3% | +999.3% | +6,452.0% | +2,587.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling