-41.9%
SWKS vs AGG
-1.4%
-40.5%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.8% |
| 7D | -2.7% | +0.4% | -3.2% | -3.1% |
| 30D | +8.5% | +2.1% | +6.4% | +6.6% |
| 3M | +17.3% | -0.3% | +17.6% | +17.6% |
| 6M | +25.1% | -0.9% | +26.0% | +26.1% |
| YTD | +33.3% | -0.3% | +33.7% | +33.7% |
| 1Y | +22.9% | 0.0% | +22.9% | +23.0% |
| 3Y | +5.5% | +15.3% | -9.7% | -6.1% |
| 5Y | -41.9% | -1.4% | -40.5% | -50.8% |
| All | -41.9% | -1.4% | -40.5% | -50.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling