+175.2%
SO vs SWKS
+33.1%
+142.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.2% |
| 7D | -1.5% | -6.2% | +4.7% | -0.8% |
| 30D | +8.1% | -1.5% | +9.6% | +8.2% |
| 3M | +0.2% | +23.0% | -22.7% | -2.5% |
| 6M | +0.4% | +27.6% | -27.2% | -3.5% |
| YTD | +8.5% | +32.3% | -23.8% | +3.5% |
| 1Y | +4.9% | +20.1% | -15.2% | +1.2% |
| 3Y | +47.9% | +0.6% | +47.3% | +41.3% |
| 5Y | +75.7% | -42.3% | +118.0% | +80.3% |
| All | +175.2% | +33.1% | +142.1% | +131.0% |
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