+366.2%
EFA vs SWKS
+214.4%
+151.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -1.0% |
| 7D | -1.4% | -6.2% | +4.7% | -0.3% |
| 30D | -1.2% | -1.5% | +0.3% | -1.0% |
| 3M | -5.1% | +23.0% | -28.1% | -9.3% |
| 6M | -1.2% | +27.6% | -28.9% | -7.0% |
| YTD | +7.8% | +32.3% | -24.5% | +0.2% |
| 1Y | +12.2% | +20.1% | -8.0% | +6.0% |
| 3Y | +61.5% | +0.6% | +60.9% | +53.0% |
| 5Y | +45.8% | -42.3% | +88.1% | +50.3% |
| 10Y | +141.8% | +35.9% | +105.9% | +106.7% |
| All | +366.2% | +214.4% | +151.7% | +152.3% |
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 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