+32.1%
SWKS vs ALB
+33.3%
-1.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.9% |
| 7D | -6.2% | +9.1% | -15.2% | -9.0% |
| 30D | -1.5% | -3.4% | +1.9% | -0.6% |
| 3M | +23.0% | -20.6% | +43.6% | +32.0% |
| 6M | +27.6% | -48.2% | +75.8% | +57.6% |
| YTD | +32.3% | -29.2% | +61.6% | +42.2% |
| 1Y | +20.1% | +10.0% | +10.1% | +8.7% |
| 3Y | +0.6% | -12.9% | +13.6% | -11.4% |
| 5Y | -42.3% | -61.3% | +19.0% | -34.3% |
| All | +32.1% | +33.3% | -1.2% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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