+353.6%
EWZ vs SWKS
+125.4%
+228.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.9% | +4.5% | +2.2% |
| 7D | -4.1% | -4.9% | +0.9% | -3.1% |
| 30D | -25.0% | -1.2% | -23.8% | -24.9% |
| 3M | -10.6% | +24.2% | -34.8% | -15.3% |
| 6M | -16.6% | +21.5% | -38.1% | -21.6% |
| YTD | +2.5% | +33.5% | -31.0% | -6.1% |
| 1Y | +8.1% | +18.9% | -10.8% | +1.4% |
| 3Y | +20.4% | +0.4% | +20.0% | +12.5% |
| 5Y | +62.7% | -44.3% | +107.0% | +68.0% |
| 10Y | +52.6% | +37.1% | +15.5% | +28.8% |
| All | +353.6% | +125.4% | +228.2% | +117.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling