+195.7%
SO vs SWKS
+35.1%
+160.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -0.1% | -3.1% | +3.0% | +0.2% |
| 30D | +8.7% | +8.3% | +0.4% | +7.7% |
| 3M | +3.4% | +20.2% | -16.9% | +0.8% |
| 6M | +3.7% | +24.9% | -21.2% | 0.0% |
| YTD | +10.0% | +33.2% | -23.1% | +4.9% |
| 1Y | +6.6% | +23.6% | -17.0% | +2.5% |
| 3Y | +52.5% | +1.3% | +51.2% | +45.7% |
| 5Y | +76.1% | -40.6% | +116.6% | +79.8% |
| All | +195.7% | +35.1% | +160.6% | +150.2% |
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