+615.0%
F vs SWKS
+8,307.4%
-7,692.4%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.5% | -2.1% | +0.9% |
| 7D | +5.3% | +12.5% | -7.2% | +3.5% |
| 30D | +4.6% | +10.5% | -5.9% | +3.0% |
| 3M | -3.7% | -7.4% | +3.7% | -2.9% |
| 6M | +16.8% | +32.7% | -15.8% | +11.2% |
| YTD | +15.3% | +19.2% | -3.9% | +11.3% |
| 1Y | +31.0% | +2.4% | +28.6% | +28.9% |
| 3Y | +45.4% | -25.6% | +71.1% | +47.8% |
| 5Y | +54.7% | -53.4% | +108.1% | +67.4% |
| 10Y | +98.2% | +23.2% | +75.1% | +86.4% |
| All | +615.0% | +8,307.4% | -7,692.4% | +295.7% |
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