+25.9%
SWKS vs ALL
+370.7%
-344.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.9% | +4.1% |
| 7D | +12.5% | 0.0% | +12.5% | +12.5% |
| 30D | +10.5% | -1.5% | +12.0% | +10.8% |
| 3M | -7.4% | +23.6% | -31.0% | -16.7% |
| 6M | +32.7% | +22.3% | +10.3% | +19.7% |
| YTD | +19.2% | +26.5% | -7.4% | +5.7% |
| 1Y | +2.4% | +27.0% | -24.6% | -9.8% |
| 3Y | -25.6% | +149.6% | -175.2% | -54.9% |
| 5Y | -53.4% | +118.1% | -171.5% | -70.7% |
| All | +25.9% | +370.7% | -344.8% | -49.3% |
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