+20.1%
SWKS vs ALL
+28.6%
-8.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.5% | +5.7% | +0.4% |
| 7D | -6.2% | -1.9% | -4.2% | -6.4% |
| 30D | -1.5% | +13.8% | -15.3% | +0.8% |
| 3M | +23.0% | -7.0% | +30.0% | +22.3% |
| 6M | +27.6% | +18.0% | +9.6% | +27.4% |
| YTD | +32.3% | +24.2% | +8.1% | +29.0% |
| 1Y | +20.1% | +31.2% | -11.1% | +16.7% |
| All | +20.1% | +28.6% | -8.5% | +16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling