+42.6%
EWZ vs SWKS
+31.5%
+11.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.5% | -0.9% |
| 7D | -4.2% | -9.2% | +5.0% | -1.5% |
| 30D | -26.1% | -1.9% | -24.2% | -25.9% |
| 3M | -12.0% | +21.2% | -33.3% | -18.0% |
| 6M | -19.3% | +12.9% | -32.2% | -24.5% |
| YTD | +0.9% | +30.7% | -29.8% | -10.8% |
| 1Y | +3.4% | +14.1% | -10.8% | -4.7% |
| 3Y | +18.6% | -1.7% | +20.3% | +6.6% |
| 5Y | +56.6% | -43.0% | +99.6% | +67.9% |
| All | +42.6% | +31.5% | +11.1% | -4.2% |
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