-77.1%
SE vs SWKS
-43.2%
-33.9%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.2% | +2.6% |
| 7D | +3.3% | -2.7% | +6.0% | +4.5% |
| 30D | -18.2% | +8.5% | -26.6% | -21.2% |
| 3M | -31.3% | +17.3% | -48.6% | -38.3% |
| 6M | -10.1% | +25.1% | -35.2% | -25.4% |
| YTD | -38.9% | +33.3% | -72.2% | -52.6% |
| 1Y | -48.0% | +22.9% | -70.9% | -57.7% |
| 3Y | +78.8% | +5.5% | +73.3% | +27.6% |
| 5Y | -77.1% | -41.9% | -35.2% | -71.9% |
| All | -77.1% | -43.2% | -33.9% | -71.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling