+142.4%
EFA vs SWKS
+30.1%
+112.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.4% | -1.0% |
| 7D | +1.2% | +11.8% | -10.6% | -1.6% |
| 30D | -0.7% | +6.7% | -7.5% | -2.4% |
| 3M | +6.4% | 0.0% | +6.4% | +5.7% |
| 6M | +11.4% | +38.7% | -27.3% | +0.7% |
| YTD | +14.0% | +21.4% | -7.4% | +6.1% |
| 1Y | +20.2% | +2.9% | +17.3% | +16.2% |
| 3Y | +68.2% | -16.4% | +84.6% | +64.2% |
| 5Y | +54.8% | -51.2% | +106.0% | +70.4% |
| 10Y | +142.4% | +31.0% | +111.4% | +94.7% |
| All | +142.4% | +30.1% | +112.3% | +94.7% |
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