-53.0%
SWKS vs ALC
-16.0%
-37.0%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.2% | +5.7% | +4.7% |
| 7D | +12.5% | -2.1% | +14.6% | +13.8% |
| 30D | +10.5% | -0.1% | +10.6% | +10.3% |
| 3M | -7.4% | +5.9% | -13.3% | -11.1% |
| 6M | +32.7% | -15.9% | +48.6% | +45.3% |
| YTD | +19.2% | -10.1% | +29.3% | +25.1% |
| 1Y | +2.4% | -10.2% | +12.6% | +7.3% |
| 3Y | -25.6% | -13.6% | -12.1% | -21.5% |
| All | -53.0% | -16.0% | -37.0% | -51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling