+8,419.6%
FIX vs SWKS
+3,695.4%
+4,724.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -2.9% | -12.2% | -14.6% |
| 7D | -18.9% | -4.9% | -14.0% | -18.1% |
| 30D | -36.3% | -1.2% | -35.1% | -36.2% |
| 3M | -38.5% | +24.2% | -62.7% | -41.1% |
| 6M | -42.3% | +21.5% | -63.7% | -44.7% |
| YTD | +17.1% | +33.5% | -16.4% | +9.8% |
| 1Y | +14.4% | +18.9% | -4.5% | +9.5% |
| 3Y | +486.7% | +0.4% | +486.3% | +467.6% |
| 5Y | +1,083.7% | -44.3% | +1,128.0% | +1,147.6% |
| 10Y | +3,932.4% | +37.1% | +3,895.3% | +3,529.6% |
| All | +8,419.6% | +3,695.4% | +4,724.1% | +4,811.7% |
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