+221.5%
SWKS vs A
+535.2%
-313.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.0% | +1.0% | -0.3% |
| 7D | -9.2% | -5.2% | -4.0% | -6.4% |
| 30D | -1.9% | +1.4% | -3.4% | -2.9% |
| 3M | +21.2% | +21.9% | -0.7% | +7.3% |
| 6M | +12.9% | +46.7% | -33.8% | -11.9% |
| YTD | +30.7% | +27.2% | +3.5% | +10.4% |
| 1Y | +14.1% | +17.9% | -3.8% | +0.6% |
| 3Y | -1.7% | +61.1% | -62.8% | -29.4% |
| 5Y | -43.0% | +13.8% | -56.8% | -50.5% |
| 10Y | +34.3% | +318.8% | -284.5% | -44.7% |
| All | +221.5% | +535.2% | -313.8% | -8.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling