+161.6%
EWY vs SWKS
+11.4%
+150.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.7% | -4.4% | -2.5% |
| 7D | +10.4% | +10.9% | -0.4% | +7.1% |
| 30D | -12.7% | +17.6% | -30.3% | -16.7% |
| 3M | -17.3% | +29.2% | -46.5% | -23.8% |
| 6M | -18.6% | +37.0% | -55.5% | -25.9% |
| YTD | +49.5% | +44.9% | +4.6% | +33.0% |
| 1Y | +55.0% | +33.8% | +21.2% | +40.6% |
| All | +161.6% | +11.4% | +150.3% | +118.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling