+293.2%
EWY vs SWKS
+30.1%
+263.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.3% | -0.1% |
| 7D | +8.0% | +11.8% | -3.8% | +3.9% |
| 30D | +14.3% | +6.7% | +7.6% | +11.7% |
| 3M | +2.3% | 0.0% | +2.3% | +2.1% |
| 6M | +49.9% | +38.7% | +11.1% | +32.9% |
| YTD | +95.3% | +21.4% | +74.0% | +80.0% |
| 1Y | +161.7% | +2.9% | +158.8% | +154.0% |
| 3Y | +230.2% | -16.4% | +246.6% | +225.8% |
| 5Y | +148.1% | -51.2% | +199.3% | +188.4% |
| 10Y | +293.2% | +31.0% | +262.1% | +206.6% |
| All | +293.2% | +30.1% | +263.0% | +206.6% |
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