+512.8%
F vs SWKS
+9,124.1%
-8,611.3%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.8% |
| 7D | +1.4% | -9.2% | +10.6% | +2.8% |
| 30D | +2.0% | -1.9% | +3.9% | +2.2% |
| 3M | -10.4% | +21.2% | -31.6% | -13.3% |
| 6M | +9.7% | +12.9% | -3.2% | +6.6% |
| YTD | -1.2% | +30.7% | -31.9% | -6.4% |
| 1Y | 0.0% | +14.1% | -14.1% | -3.4% |
| 3Y | +41.1% | -1.7% | +42.8% | +37.3% |
| 5Y | -11.4% | -43.0% | +31.6% | -7.1% |
| 10Y | +85.0% | +34.3% | +50.6% | +71.0% |
| All | +512.8% | +9,124.1% | -8,611.3% | +233.0% |
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