+5,976.4%
SO vs SWKS
+8,307.4%
-2,331.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.3% | -0.8% |
| 7D | -0.2% | +12.5% | -12.7% | -0.4% |
| 30D | -4.6% | +10.5% | -15.1% | -4.8% |
| 3M | -3.0% | -7.4% | +4.4% | -3.0% |
| 6M | -8.3% | +32.7% | -40.9% | -8.9% |
| YTD | +3.5% | +19.2% | -15.6% | +3.0% |
| 1Y | -0.9% | +2.4% | -3.3% | -1.2% |
| 3Y | +45.4% | -25.6% | +71.0% | +45.3% |
| 5Y | +59.6% | -53.4% | +113.0% | +60.6% |
| 10Y | +156.6% | +23.2% | +133.4% | +152.9% |
| All | +5,976.4% | +8,307.4% | -2,331.1% | +5,588.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling