-0.8%
F vs SWKS
+15.3%
-16.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -0.9% |
| 7D | +1.6% | -6.2% | +7.7% | +2.5% |
| 30D | +2.6% | -1.5% | +4.1% | +2.7% |
| 3M | -8.8% | +23.0% | -31.8% | -12.5% |
| 6M | +4.6% | +27.6% | -23.0% | 0.0% |
| YTD | -1.9% | +32.3% | -34.2% | -9.0% |
| 1Y | -0.8% | +20.1% | -20.9% | -4.4% |
| All | -0.8% | +15.3% | -16.1% | -4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling