+43.6%
EWZ vs SWKS
+33.1%
+10.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.4% |
| 7D | -1.5% | -6.2% | +4.7% | +0.3% |
| 30D | -24.5% | -1.5% | -23.0% | -24.4% |
| 3M | -10.7% | +23.0% | -33.7% | -17.1% |
| 6M | -19.1% | +27.6% | -46.7% | -27.0% |
| YTD | +1.6% | +32.3% | -30.7% | -10.5% |
| 1Y | +4.3% | +20.1% | -15.8% | -5.4% |
| 3Y | +19.0% | +0.6% | +18.3% | +6.1% |
| 5Y | +57.7% | -42.3% | +100.0% | +68.5% |
| All | +43.6% | +33.1% | +10.5% | -3.9% |
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