+35.3%
SWKS vs ALL
+372.0%
-336.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.0% | -1.3% |
| 7D | -3.1% | -0.1% | -3.0% | -3.2% |
| 30D | +8.3% | +13.8% | -5.5% | +2.6% |
| 3M | +20.2% | -2.8% | +23.0% | +20.7% |
| 6M | +24.9% | +23.7% | +1.3% | +11.7% |
| YTD | +33.2% | +27.3% | +5.9% | +17.1% |
| 1Y | +23.6% | +30.5% | -7.0% | +7.3% |
| 3Y | +1.3% | +113.0% | -111.7% | -33.4% |
| 5Y | -40.6% | +157.6% | -198.2% | -66.5% |
| 10Y | +35.3% | +368.4% | -333.1% | -43.1% |
| All | +35.3% | +372.0% | -336.7% | -43.1% |
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