+95.6%
F vs SWKS
+23.7%
+71.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.5% | -2.1% | +0.1% |
| 7D | +5.3% | +12.5% | -7.2% | +0.7% |
| 30D | +4.6% | +10.5% | -5.9% | +0.5% |
| 3M | -3.7% | -7.4% | +3.7% | -1.8% |
| 6M | +16.8% | +32.7% | -15.8% | +1.4% |
| YTD | +15.3% | +19.2% | -3.9% | +3.8% |
| 1Y | +31.0% | +2.4% | +28.6% | +24.2% |
| 3Y | +45.4% | -25.6% | +71.1% | +49.1% |
| 5Y | +54.7% | -53.4% | +108.1% | +85.5% |
| All | +95.6% | +23.7% | +71.9% | +63.6% |
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