-43.0%
SWKS vs ALLY
-7.4%
-35.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.7% | -1.4% |
| 7D | -9.2% | -1.1% | -8.1% | -8.8% |
| 30D | -1.9% | +4.2% | -6.1% | -4.0% |
| 3M | +21.2% | -12.4% | +33.6% | +28.6% |
| 6M | +12.9% | -8.7% | +21.6% | +16.7% |
| YTD | +30.7% | -11.6% | +42.4% | +36.6% |
| 1Y | +14.1% | +0.2% | +14.0% | +12.0% |
| 3Y | -1.7% | +57.1% | -58.8% | -24.7% |
| 5Y | -43.0% | -6.8% | -36.2% | -44.3% |
| All | -43.0% | -7.4% | -35.6% | -44.3% |
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