+432.5%
EWZ vs SWKS
+101.2%
+331.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.2% | -1.4% |
| 7D | +6.5% | +12.5% | -6.0% | +3.9% |
| 30D | +4.8% | +10.5% | -5.6% | +2.6% |
| 3M | +9.9% | -7.4% | +17.3% | +10.9% |
| 6M | +1.9% | +32.7% | -30.7% | -5.4% |
| YTD | +20.3% | +19.2% | +1.1% | +13.8% |
| 1Y | +35.6% | +2.4% | +33.2% | +31.9% |
| 3Y | +43.4% | -25.6% | +69.1% | +43.8% |
| 5Y | +55.9% | -53.4% | +109.4% | +68.5% |
| 10Y | +84.2% | +23.2% | +61.0% | +60.1% |
| All | +432.5% | +101.2% | +331.3% | +162.8% |
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