+189.9%
LQD vs SWKS
+2,723.4%
-2,533.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | 0.0% |
| 7D | -0.4% | +12.5% | -12.9% | -0.5% |
| 30D | -0.8% | +10.5% | -11.3% | -0.8% |
| 3M | -1.9% | -7.4% | +5.5% | -1.9% |
| 6M | -2.7% | +32.7% | -35.3% | -2.9% |
| YTD | -1.3% | +19.2% | -20.4% | -1.5% |
| 1Y | 0.0% | +2.4% | -2.4% | -0.1% |
| 3Y | +14.9% | -25.6% | +40.5% | +14.8% |
| 5Y | -4.6% | -53.4% | +48.9% | -4.7% |
| 10Y | +22.0% | +23.2% | -1.2% | +22.1% |
| All | +189.9% | +2,723.4% | -2,533.4% | +197.4% |
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