-43.0%
SWKS vs ALLE
+51.8%
-94.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | -0.3% |
| 7D | -9.2% | 0.0% | -9.2% | -9.3% |
| 30D | -1.9% | +20.6% | -22.5% | -13.2% |
| 3M | +21.2% | +11.4% | +9.8% | +12.6% |
| 6M | +12.9% | +42.5% | -29.7% | -12.0% |
| YTD | +30.7% | +18.9% | +11.8% | +14.5% |
| 1Y | +14.1% | +14.2% | 0.0% | +2.8% |
| 3Y | -1.7% | +90.7% | -92.4% | -39.7% |
| 5Y | -43.0% | +52.5% | -95.5% | -61.9% |
| All | -43.0% | +51.8% | -94.8% | -61.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling