+50.9%
EWZ vs SWKS
-41.2%
+92.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | +1.3% | -3.1% | +4.5% | +1.7% |
| 30D | -26.2% | +8.3% | -34.5% | -27.0% |
| 3M | -8.6% | +20.2% | -28.9% | -11.5% |
| 6M | -17.0% | +24.9% | -42.0% | -20.6% |
| YTD | +2.2% | +33.2% | -31.0% | -3.7% |
| 1Y | +2.7% | +23.6% | -20.9% | -2.2% |
| 3Y | +18.2% | +1.3% | +16.9% | +11.8% |
| All | +50.9% | -41.2% | +92.1% | +49.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling