+32.1%
SWKS vs ALLY
+189.4%
-157.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.9% |
| 7D | -6.2% | +0.9% | -7.1% | -6.7% |
| 30D | -1.5% | +3.1% | -4.6% | -3.0% |
| 3M | +23.0% | -12.6% | +35.5% | +30.0% |
| 6M | +27.6% | -12.4% | +40.0% | +34.3% |
| YTD | +32.3% | -13.2% | +45.5% | +38.9% |
| 1Y | +20.1% | +1.8% | +18.3% | +17.3% |
| 3Y | +0.6% | +58.0% | -57.3% | -20.9% |
| 5Y | -42.3% | -8.4% | -33.9% | -44.9% |
| All | +32.1% | +189.4% | -157.2% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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