-0.6%
SWKS vs ALLE
+90.7%
-91.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | -0.6% |
| 7D | -9.2% | 0.0% | -9.2% | -9.3% |
| 30D | -1.9% | +20.6% | -22.5% | -11.8% |
| 3M | +21.2% | +11.4% | +9.8% | +13.9% |
| 6M | +12.9% | +42.5% | -29.7% | -9.3% |
| YTD | +30.7% | +18.9% | +11.8% | +17.6% |
| 1Y | +14.1% | +14.2% | 0.0% | +5.8% |
| All | -0.6% | +90.7% | -91.2% | -38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling