+164.3%
EWY vs SWKS
+4.6%
+159.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.5% | +1.1% | +3.3% |
| 7D | +4.8% | +12.5% | -7.7% | +0.2% |
| 30D | +11.7% | +10.5% | +1.2% | +7.4% |
| 3M | -7.4% | -7.4% | 0.0% | -5.7% |
| 6M | +40.6% | +32.7% | +7.9% | +29.8% |
| YTD | +94.3% | +19.2% | +75.1% | +84.5% |
| 1Y | +164.3% | +2.4% | +161.9% | +162.1% |
| All | +164.3% | +4.6% | +159.6% | +162.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling