-19.3%
EWZ vs SWKS
+18.8%
-38.1%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.5% | -1.4% |
| 7D | -4.2% | -9.2% | +5.0% | -3.8% |
| 30D | -26.1% | -1.9% | -24.2% | -26.1% |
| 3M | -12.0% | +21.2% | -33.3% | -13.1% |
| 6M | -19.3% | +12.9% | -32.2% | -20.1% |
| All | -19.3% | +18.8% | -38.1% | -20.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling