+192.9%
SO vs SWKS
+49.5%
+143.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.7% | -4.2% | -1.7% |
| 7D | -0.9% | +10.9% | -11.8% | -2.0% |
| 30D | +4.9% | +17.6% | -12.6% | +3.1% |
| 3M | +0.8% | +29.2% | -28.4% | -2.5% |
| 6M | +0.6% | +37.0% | -36.4% | -3.9% |
| YTD | +8.7% | +44.9% | -36.3% | +2.6% |
| 1Y | +4.0% | +33.8% | -29.9% | -0.9% |
| 3Y | +50.6% | +10.2% | +40.4% | +42.5% |
| 5Y | +77.5% | -37.0% | +114.5% | +80.5% |
| All | +192.9% | +49.5% | +143.4% | +145.5% |
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