-53.0%
SWKS vs ALLY
+1.6%
-54.6%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.4% |
| 7D | +12.5% | +3.7% | +8.8% | +10.7% |
| 30D | +10.5% | -2.3% | +12.8% | +11.6% |
| 3M | -7.4% | +3.8% | -11.2% | -9.1% |
| 6M | +32.7% | +9.7% | +23.0% | +25.8% |
| YTD | +19.2% | -1.4% | +20.6% | +18.6% |
| 1Y | +2.4% | +8.2% | -5.9% | -3.1% |
| 3Y | -25.6% | +66.5% | -92.1% | -44.1% |
| All | -53.0% | +1.6% | -54.6% | -58.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling