+32.1%
SWKS vs ALM
+2,022.9%
-1,990.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.1% | -0.9% | +1.1% |
| 7D | -6.2% | -6.7% | +0.5% | -5.9% |
| 30D | -1.5% | -32.9% | +31.4% | -0.1% |
| 3M | +23.0% | -39.5% | +62.5% | +24.9% |
| 6M | +27.6% | -62.0% | +89.6% | +31.3% |
| YTD | +32.3% | -7.8% | +40.1% | +32.0% |
| 1Y | +20.1% | +26.7% | -6.6% | +18.5% |
| 3Y | +0.6% | +825.4% | -824.7% | -7.8% |
| 5Y | -42.3% | +401.2% | -443.5% | -46.8% |
| All | +32.1% | +2,022.9% | -1,990.8% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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