+32.1%
SWKS vs ALK
-41.7%
+73.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.0% |
| 7D | -6.2% | +9.0% | -15.2% | -9.3% |
| 30D | -1.5% | -1.6% | +0.2% | -1.6% |
| 3M | +23.0% | -23.2% | +46.1% | +33.1% |
| 6M | +27.6% | -3.9% | +31.5% | +26.2% |
| YTD | +32.3% | -22.6% | +54.9% | +38.3% |
| 1Y | +20.1% | -5.3% | +25.4% | +16.2% |
| 3Y | +0.6% | +18.6% | -17.9% | -14.8% |
| 5Y | -42.3% | -34.4% | -7.9% | -40.8% |
| All | +32.1% | -41.7% | +73.8% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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