-43.0%
SWKS vs A
+13.7%
-56.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.0% | +1.0% | -0.4% |
| 7D | -9.2% | -5.2% | -4.0% | -6.5% |
| 30D | -1.9% | +1.4% | -3.4% | -2.9% |
| 3M | +21.2% | +21.9% | -0.7% | +7.5% |
| 6M | +12.9% | +46.7% | -33.8% | -11.7% |
| YTD | +30.7% | +27.2% | +3.5% | +11.2% |
| 1Y | +14.1% | +17.9% | -3.8% | +1.6% |
| 3Y | -1.7% | +61.1% | -62.8% | -31.4% |
| 5Y | -43.0% | +13.8% | -56.8% | -51.8% |
| All | -43.0% | +13.7% | -56.7% | -51.8% |
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