+30.5%
SWKS vs ALLE
+225.5%
-194.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | -0.3% |
| 7D | -9.2% | 0.0% | -9.2% | -9.4% |
| 30D | -1.9% | +20.6% | -22.5% | -13.6% |
| 3M | +21.2% | +11.4% | +9.8% | +12.2% |
| 6M | +12.9% | +42.5% | -29.7% | -12.4% |
| YTD | +30.7% | +18.9% | +11.8% | +13.5% |
| 1Y | +14.1% | +14.2% | 0.0% | +1.7% |
| 3Y | -1.7% | +90.7% | -92.4% | -38.6% |
| 5Y | -43.0% | +52.5% | -95.5% | -59.4% |
| All | +30.5% | +225.5% | -194.9% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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