-43.6%
SWKS vs ALB
-61.7%
+18.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.9% |
| 7D | -6.2% | +9.1% | -15.2% | -8.7% |
| 30D | -1.5% | -3.4% | +1.9% | -0.7% |
| 3M | +23.0% | -20.6% | +43.6% | +30.8% |
| 6M | +27.6% | -48.2% | +75.8% | +53.6% |
| YTD | +32.3% | -29.2% | +61.6% | +40.9% |
| 1Y | +20.1% | +10.0% | +10.1% | +9.6% |
| 3Y | +0.6% | -12.9% | +13.6% | -11.6% |
| All | -43.6% | -61.7% | +18.2% | -37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling