+77.6%
SO vs SWKS
-44.4%
+122.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.3% |
| 7D | +0.4% | -9.2% | +9.6% | +0.7% |
| 30D | +9.2% | -1.9% | +11.2% | +9.3% |
| 3M | +1.1% | +21.2% | -20.1% | +0.2% |
| 6M | -1.1% | +12.9% | -13.9% | -1.8% |
| YTD | +9.7% | +30.7% | -21.1% | +8.0% |
| 1Y | +5.5% | +14.1% | -8.7% | +4.5% |
| 3Y | +47.0% | -1.7% | +48.7% | +44.0% |
| 5Y | +77.6% | -43.0% | +120.6% | +68.2% |
| All | +77.6% | -44.4% | +122.0% | +68.2% |
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 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