+372.3%
SE vs SWKS
-2.9%
+375.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.3% | -1.4% |
| 7D | 0.0% | -3.1% | +3.2% | +1.5% |
| 30D | -19.4% | +8.3% | -27.7% | -22.6% |
| 3M | -33.1% | +20.2% | -53.3% | -41.2% |
| 6M | -11.4% | +24.9% | -36.4% | -27.1% |
| YTD | -39.8% | +33.2% | -72.9% | -53.6% |
| 1Y | -50.5% | +23.6% | -74.0% | -60.2% |
| 3Y | +68.9% | +1.3% | +67.6% | +32.8% |
| 5Y | -77.1% | -40.6% | -36.5% | -74.1% |
| All | +372.3% | -2.9% | +375.3% | +299.9% |
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 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