+196.4%
SO vs SWKS
+49.3%
+147.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | +1.4% | +9.4% | -8.1% | +0.4% |
| 30D | +4.7% | +17.0% | -12.3% | +2.9% |
| 3M | +1.7% | +28.9% | -27.2% | -1.6% |
| 6M | +2.2% | +33.1% | -31.0% | -2.1% |
| YTD | +10.0% | +44.8% | -34.8% | +3.8% |
| 1Y | +6.0% | +36.2% | -30.2% | +0.8% |
| 3Y | +54.1% | +11.5% | +42.6% | +45.6% |
| 5Y | +79.6% | -37.1% | +116.7% | +82.7% |
| All | +196.4% | +49.3% | +147.1% | +148.5% |
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