+50.8%
SWKS vs ALB
+32.4%
+18.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.4% |
| 7D | +9.4% | -5.8% | +15.2% | +11.6% |
| 30D | +17.0% | -4.5% | +21.5% | +18.4% |
| 3M | +28.9% | -28.1% | +57.0% | +43.1% |
| 6M | +33.1% | -53.2% | +86.3% | +70.3% |
| YTD | +44.8% | -33.3% | +78.1% | +58.7% |
| 1Y | +36.2% | -17.4% | +53.6% | +37.2% |
| 3Y | +11.5% | -14.1% | +25.6% | -1.7% |
| 5Y | -37.1% | -64.0% | +27.0% | -26.5% |
| All | +50.8% | +32.4% | +18.5% | -21.8% |
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