+219.4%
EWY vs SWKS
+37.5%
+181.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +3.4% |
| 7D | -6.3% | -2.7% | -3.5% | -5.3% |
| 30D | -19.8% | +8.5% | -28.3% | -22.0% |
| 3M | -14.4% | +17.3% | -31.7% | -19.8% |
| 6M | -25.3% | +25.1% | -50.4% | -31.6% |
| YTD | +46.2% | +33.3% | +12.8% | +29.3% |
| 1Y | +58.3% | +22.9% | +35.4% | +43.9% |
| 3Y | +155.0% | +5.5% | +149.4% | +129.4% |
| 5Y | +99.5% | -41.9% | +141.4% | +116.5% |
| 10Y | +219.4% | +32.4% | +187.0% | +153.5% |
| All | +219.4% | +37.5% | +181.9% | +153.5% |
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