-11.4%
F vs SWKS
-44.4%
+33.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.3% |
| 7D | +1.4% | -9.2% | +10.6% | +5.1% |
| 30D | +2.0% | -1.9% | +3.9% | +2.5% |
| 3M | -10.4% | +21.2% | -31.6% | -18.6% |
| 6M | +9.7% | +12.9% | -3.2% | +0.3% |
| YTD | -1.2% | +30.7% | -31.9% | -16.7% |
| 1Y | 0.0% | +14.1% | -14.1% | -10.3% |
| 3Y | +41.1% | -1.7% | +42.8% | +23.6% |
| 5Y | -11.4% | -43.0% | +31.6% | +4.6% |
| All | -11.4% | -44.4% | +33.0% | +4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling