+32.1%
SWKS vs ALL
+370.9%
-338.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.5% | +5.7% | +2.9% |
| 7D | -6.2% | -1.9% | -4.2% | -5.6% |
| 30D | -1.5% | +13.8% | -15.3% | -6.7% |
| 3M | +23.0% | -7.0% | +30.0% | +25.6% |
| 6M | +27.6% | +18.0% | +9.6% | +16.4% |
| YTD | +32.3% | +24.2% | +8.1% | +17.6% |
| 1Y | +20.1% | +31.2% | -11.1% | +4.0% |
| 3Y | +0.6% | +107.5% | -106.9% | -33.0% |
| 5Y | -42.3% | +144.8% | -187.1% | -66.6% |
| All | +32.1% | +370.9% | -338.8% | -41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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