+363.5%
SE vs SWKS
+5.5%
+357.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.2% |
| 7D | -0.5% | +9.4% | -9.9% | -4.9% |
| 30D | -20.9% | +17.0% | -37.9% | -27.0% |
| 3M | -38.9% | +28.9% | -67.8% | -48.1% |
| 6M | -19.4% | +33.1% | -52.6% | -35.2% |
| YTD | -40.9% | +44.8% | -85.7% | -56.3% |
| 1Y | -46.2% | +36.2% | -82.4% | -58.9% |
| 3Y | +63.7% | +11.5% | +52.2% | +22.3% |
| 5Y | -77.9% | -37.1% | -40.9% | -75.7% |
| All | +363.5% | +5.5% | +357.9% | +276.1% |
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