+42.3%
SWKS vs AGG
+14.8%
+27.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.8% | +1.7% |
| 7D | +6.8% | -0.2% | +7.0% | +6.9% |
| 30D | +11.3% | -0.2% | +11.5% | +11.4% |
| 3M | +4.1% | -0.7% | +4.8% | +4.5% |
| 6M | +39.7% | -1.8% | +41.4% | +40.9% |
| YTD | +23.2% | -0.6% | +23.8% | +23.7% |
| 1Y | +5.3% | +0.4% | +4.9% | +5.2% |
| 3Y | -15.1% | +13.2% | -28.3% | -19.7% |
| 5Y | -50.3% | -2.0% | -48.4% | -53.3% |
| 10Y | +42.3% | +15.1% | +27.3% | +54.1% |
| All | +42.3% | +14.8% | +27.5% | +54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 10y: compounded portfolio wealth divided by compounded AGG 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…
10y analysis · Full analysis span regression · 6 months rolling