-25.2%
SWKS vs ALL
+150.1%
-175.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.9% | +3.6% |
| 7D | +12.5% | 0.0% | +12.5% | +12.5% |
| 30D | +10.5% | -1.5% | +12.0% | +10.5% |
| 3M | -7.4% | +23.6% | -31.0% | -10.2% |
| 6M | +32.7% | +22.3% | +10.3% | +28.8% |
| YTD | +19.2% | +26.5% | -7.4% | +14.9% |
| 1Y | +2.4% | +27.0% | -24.6% | -1.3% |
| All | -25.2% | +150.1% | -175.3% | -30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling