+445.7%
CSX vs SWKS
+31.5%
+414.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.3% | -1.8% |
| 7D | -2.7% | -9.2% | +6.5% | -0.2% |
| 30D | +7.0% | -1.9% | +8.9% | +7.4% |
| 3M | -0.3% | +21.2% | -21.5% | -6.7% |
| 6M | +13.5% | +12.9% | +0.6% | +6.3% |
| YTD | +41.5% | +30.7% | +10.8% | +25.5% |
| 1Y | +45.8% | +14.1% | +31.6% | +34.7% |
| 3Y | +74.4% | -1.7% | +76.1% | +58.2% |
| 5Y | +53.6% | -43.0% | +96.6% | +63.3% |
| All | +445.7% | +31.5% | +414.2% | +336.4% |
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