-51.2%
SWKS vs ALK
-28.9%
-22.3%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.1% | +4.9% | +3.0% |
| 7D | +11.8% | +0.1% | +11.7% | +11.8% |
| 30D | +6.7% | -18.5% | +25.2% | +14.8% |
| 3M | 0.0% | -3.6% | +3.6% | +0.2% |
| 6M | +38.7% | -3.7% | +42.4% | +36.4% |
| YTD | +21.4% | -19.0% | +40.4% | +26.5% |
| 1Y | +2.9% | -36.0% | +38.9% | +17.6% |
| 3Y | -16.4% | +2.3% | -18.7% | -28.3% |
| 5Y | -51.2% | -27.8% | -23.4% | -53.6% |
| All | -51.2% | -28.9% | -22.3% | -53.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling