+252.6%
SWKS vs ALLY
+104.2%
+148.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.8% | -6.7% | -4.6% |
| 7D | -4.9% | +2.4% | -7.3% | -6.1% |
| 30D | -1.2% | +5.6% | -6.7% | -3.7% |
| 3M | +24.2% | -11.7% | +35.9% | +30.9% |
| 6M | +21.5% | -7.0% | +28.5% | +24.5% |
| YTD | +33.5% | -10.4% | +43.9% | +38.3% |
| 1Y | +18.9% | +2.4% | +16.5% | +15.8% |
| 3Y | +0.4% | +59.2% | -58.9% | -21.9% |
| 5Y | -44.3% | -5.0% | -39.3% | -47.6% |
| 10Y | +37.1% | +204.5% | -167.3% | -31.9% |
| All | +252.6% | +104.2% | +148.4% | +111.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling