+81.1%
EWZ vs SWKS
+23.7%
+57.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.2% | -1.8% |
| 7D | +6.5% | +12.5% | -6.0% | +2.8% |
| 30D | +4.8% | +10.5% | -5.6% | +1.6% |
| 3M | +9.9% | -7.4% | +17.3% | +11.4% |
| 6M | +1.9% | +32.7% | -30.7% | -9.0% |
| YTD | +20.3% | +19.2% | +1.1% | +10.5% |
| 1Y | +35.6% | +2.4% | +33.2% | +29.9% |
| 3Y | +43.4% | -25.6% | +69.1% | +44.0% |
| 5Y | +55.9% | -53.4% | +109.4% | +82.8% |
| All | +81.1% | +23.7% | +57.4% | +21.3% |
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 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