+14.4%
FIX vs SWKS
+14.2%
+0.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -2.9% | -12.2% | -14.3% |
| 7D | -18.9% | -4.9% | -14.0% | -17.7% |
| 30D | -36.3% | -1.2% | -35.1% | -36.0% |
| 3M | -38.5% | +24.2% | -62.7% | -42.7% |
| 6M | -42.3% | +21.5% | -63.7% | -45.9% |
| YTD | +17.1% | +33.5% | -16.4% | +6.6% |
| 1Y | +14.4% | +18.9% | -4.5% | +11.3% |
| All | +14.4% | +14.2% | +0.2% | +11.3% |
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