+258.9%
GE vs SWKS
-1.9%
+260.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.1% | -2.4% | -4.2% |
| 7D | +0.5% | -9.2% | +9.7% | +1.9% |
| 30D | +1.7% | -1.9% | +3.6% | +1.9% |
| 3M | -17.3% | +21.2% | -38.5% | -20.4% |
| 6M | +10.1% | +12.9% | -2.8% | +6.0% |
| YTD | +2.6% | +30.7% | -28.1% | -4.7% |
| 1Y | +3.7% | +14.1% | -10.4% | -0.8% |
| All | +258.9% | -1.9% | +260.8% | +237.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling