+365.7%
SE vs SWKS
-3.6%
+369.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.4% |
| 7D | +2.0% | -6.2% | +8.2% | +5.1% |
| 30D | -20.0% | -1.5% | -18.5% | -19.8% |
| 3M | -31.8% | +23.0% | -54.7% | -40.8% |
| 6M | -15.9% | +27.6% | -43.5% | -31.6% |
| YTD | -40.6% | +32.3% | -73.0% | -54.1% |
| 1Y | -50.7% | +20.1% | -70.8% | -59.8% |
| 3Y | +70.3% | +0.6% | +69.6% | +34.3% |
| 5Y | -78.8% | -42.3% | -36.5% | -75.7% |
| All | +365.7% | -3.6% | +369.3% | +295.5% |
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