+906.2%
SWKS vs AGG
+98.1%
+808.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.5% | +3.5% |
| 7D | +12.5% | -0.2% | +12.7% | +12.5% |
| 30D | +10.5% | -0.4% | +10.9% | +10.4% |
| 3M | -7.4% | -0.7% | -6.7% | -7.6% |
| 6M | +32.7% | -1.5% | +34.2% | +32.0% |
| YTD | +19.2% | -0.3% | +19.4% | +19.0% |
| 1Y | +2.4% | +1.3% | +1.1% | +2.8% |
| 3Y | -25.6% | +13.2% | -38.9% | -22.4% |
| 5Y | -53.4% | -1.4% | -52.0% | -56.3% |
| 10Y | +23.2% | +14.9% | +8.3% | +33.3% |
| All | +906.2% | +98.1% | +808.1% | +1,652.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling