+3,459.3%
FIX vs SWKS
+31.5%
+3,427.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -2.1% | -9.5% | -10.8% |
| 7D | -27.2% | -9.2% | -18.1% | -24.4% |
| 30D | -46.9% | -1.9% | -45.0% | -46.5% |
| 3M | -44.4% | +21.2% | -65.6% | -48.9% |
| 6M | -50.9% | +12.9% | -63.8% | -54.3% |
| YTD | +3.5% | +30.7% | -27.2% | -9.8% |
| 1Y | -2.1% | +14.1% | -16.2% | -10.2% |
| 3Y | +418.7% | -1.7% | +420.4% | +375.5% |
| 5Y | +894.6% | -43.0% | +937.6% | +995.6% |
| All | +3,459.3% | +31.5% | +3,427.8% | +2,607.8% |
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 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