+13.8%
SWKS vs ALC
+30.3%
-16.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.7% |
| 7D | -3.1% | +2.3% | -5.5% | -4.7% |
| 30D | +8.3% | +15.5% | -7.2% | -0.8% |
| 3M | +20.2% | +0.6% | +19.7% | +18.5% |
| 6M | +24.9% | +18.4% | +6.5% | +10.5% |
| YTD | +33.2% | -5.6% | +38.7% | +34.6% |
| 1Y | +23.6% | 0.0% | +23.5% | +20.3% |
| 3Y | +1.3% | +2.8% | -1.6% | -5.1% |
| 5Y | -40.6% | -8.8% | -31.8% | -41.0% |
| All | +13.8% | +30.3% | -16.5% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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