+12,471.5%
FIX vs SWKS
+3,288.1%
+9,183.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.5% | -1.6% | +1.3% |
| 7D | +6.0% | +12.5% | -6.5% | +3.8% |
| 30D | -7.2% | +10.5% | -17.7% | -8.9% |
| 3M | -15.9% | -7.4% | -8.5% | -14.8% |
| 6M | +12.7% | +32.7% | -19.9% | +6.7% |
| YTD | +72.8% | +19.2% | +53.6% | +66.0% |
| 1Y | +122.9% | +2.4% | +120.5% | +119.5% |
| 3Y | +774.3% | -25.6% | +799.9% | +793.6% |
| 5Y | +2,049.5% | -53.4% | +2,102.9% | +2,246.0% |
| 10Y | +5,821.5% | +23.2% | +5,798.3% | +5,350.2% |
| All | +12,471.5% | +3,288.1% | +9,183.4% | +7,327.0% |
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 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