+23.7%
SWKS vs ALC
+30.4%
-6.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.3% | -1.9% |
| 7D | +9.4% | -1.1% | +10.5% | +9.9% |
| 30D | +17.0% | +16.0% | +0.9% | +6.7% |
| 3M | +28.9% | +0.8% | +28.1% | +26.8% |
| 6M | +33.1% | +16.8% | +16.3% | +18.7% |
| YTD | +44.8% | -5.5% | +50.3% | +46.0% |
| 1Y | +36.2% | -5.3% | +41.5% | +37.0% |
| 3Y | +11.5% | +4.1% | +7.4% | +3.5% |
| 5Y | -37.1% | -7.1% | -30.0% | -38.4% |
| All | +23.7% | +30.4% | -6.6% | -9.2% |
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