+358.3%
SE vs SWKS
+5.6%
+352.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.7% | -2.0% | -0.6% |
| 7D | -1.5% | +10.9% | -12.3% | -6.4% |
| 30D | -22.3% | +17.6% | -39.9% | -28.5% |
| 3M | -41.8% | +29.2% | -71.0% | -50.7% |
| 6M | -22.4% | +37.0% | -59.3% | -38.6% |
| YTD | -41.6% | +44.9% | -86.5% | -56.8% |
| 1Y | -48.0% | +33.8% | -81.8% | -59.9% |
| 3Y | +63.9% | +10.2% | +53.6% | +23.4% |
| 5Y | -78.2% | -37.0% | -41.2% | -76.0% |
| All | +358.3% | +5.6% | +352.7% | +271.7% |
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 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