-53.0%
SWKS vs A
-12.8%
-40.2%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +2.9% | +3.2% |
| 7D | +12.5% | -1.9% | +14.4% | +13.8% |
| 30D | +10.5% | +6.9% | +3.6% | +6.2% |
| 3M | -7.4% | +9.2% | -16.6% | -12.5% |
| 6M | +32.7% | +25.7% | +7.0% | +13.9% |
| YTD | +19.2% | +11.5% | +7.6% | +9.8% |
| 1Y | +2.4% | +18.4% | -16.0% | -9.8% |
| 3Y | -25.6% | +26.6% | -52.2% | -39.5% |
| All | -53.0% | -12.8% | -40.2% | -56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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