+53.9%
F vs SWKS
-53.5%
+107.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.5% | -2.1% | 0.0% |
| 7D | +5.3% | +12.5% | -7.2% | +0.3% |
| 30D | +4.6% | +10.5% | -5.9% | +0.2% |
| 3M | -3.7% | -7.4% | +3.7% | -1.6% |
| 6M | +16.8% | +32.7% | -15.8% | -0.3% |
| YTD | +15.3% | +19.2% | -3.9% | +2.6% |
| 1Y | +31.0% | +2.4% | +28.6% | +23.6% |
| 3Y | +45.4% | -25.6% | +71.1% | +51.0% |
| All | +53.9% | -53.5% | +107.5% | +109.8% |
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 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