-41.9%
SWKS vs AA
-9.6%
-32.3%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.8% | -5.0% | -0.8% |
| 7D | -2.7% | +4.8% | -7.6% | -4.1% |
| 30D | +8.5% | -0.6% | +9.1% | +8.4% |
| 3M | +17.3% | -16.3% | +33.6% | +22.1% |
| 6M | +25.1% | -33.4% | +58.5% | +38.3% |
| YTD | +33.3% | -20.7% | +54.0% | +37.5% |
| 1Y | +22.9% | +12.9% | +10.0% | +13.7% |
| 3Y | +5.5% | +75.7% | -70.2% | -18.3% |
| 5Y | -41.9% | -6.8% | -35.1% | -49.4% |
| All | -41.9% | -9.6% | -32.3% | -49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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