+5,892.0%
FIX vs SWKS
+23.7%
+5,868.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.5% | -1.6% | +0.6% |
| 7D | +6.0% | +12.5% | -6.5% | +1.4% |
| 30D | -7.2% | +10.5% | -17.7% | -10.8% |
| 3M | -15.9% | -7.4% | -8.5% | -13.8% |
| 6M | +12.7% | +32.7% | -19.9% | -0.2% |
| YTD | +72.8% | +19.2% | +53.6% | +57.7% |
| 1Y | +122.9% | +2.4% | +120.5% | +114.3% |
| 3Y | +774.3% | -25.6% | +799.9% | +801.5% |
| 5Y | +2,049.5% | -53.4% | +2,102.9% | +2,479.7% |
| All | +5,892.0% | +23.7% | +5,868.3% | +4,699.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling