+20.1%
SWKS vs ALLY
-1.7%
+21.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.7% |
| 7D | -6.2% | +0.9% | -7.1% | -6.5% |
| 30D | -1.5% | +3.1% | -4.6% | -2.5% |
| 3M | +23.0% | -12.6% | +35.5% | +28.0% |
| 6M | +27.6% | -12.4% | +40.0% | +32.4% |
| YTD | +32.3% | -13.2% | +45.5% | +39.5% |
| 1Y | +20.1% | +1.8% | +18.3% | +13.4% |
| All | +20.1% | -1.7% | +21.8% | +13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling