+35.3%
SWKS vs ALB
+34.3%
+1.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.2% | +4.1% | +1.3% |
| 7D | -3.1% | +5.3% | -8.4% | -5.0% |
| 30D | +8.3% | -6.3% | +14.6% | +10.4% |
| 3M | +20.2% | -27.4% | +47.6% | +33.0% |
| 6M | +24.9% | -53.1% | +78.0% | +59.7% |
| YTD | +33.2% | -32.3% | +65.5% | +45.2% |
| 1Y | +23.6% | -7.3% | +30.9% | +19.2% |
| 3Y | +1.3% | -14.9% | +16.2% | -10.3% |
| 5Y | -40.6% | -62.0% | +21.4% | -32.1% |
| 10Y | +35.3% | +33.0% | +2.3% | -24.9% |
| All | +35.3% | +34.3% | +1.0% | -24.9% |
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