+273.4%
SWKS vs ALLE
+260.9%
+12.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.5% | +2.9% |
| 7D | +12.5% | -0.2% | +12.7% | +12.7% |
| 30D | +10.5% | -6.8% | +17.3% | +15.7% |
| 3M | -7.4% | +21.0% | -28.4% | -19.5% |
| 6M | +32.7% | +1.1% | +31.6% | +29.1% |
| YTD | +19.2% | -0.5% | +19.7% | +16.8% |
| 1Y | +2.4% | -7.3% | +9.6% | +5.0% |
| 3Y | -25.6% | +42.3% | -67.9% | -43.6% |
| 5Y | -53.4% | +13.5% | -66.9% | -59.7% |
| 10Y | +23.2% | +144.0% | -120.9% | -39.2% |
| All | +273.4% | +260.9% | +12.5% | +46.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling