+50.8%
SWKS vs ALM
+2,100.8%
-2,050.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.7% | -7.8% | -0.4% |
| 7D | +9.4% | +1.2% | +8.2% | +9.3% |
| 30D | +17.0% | -19.3% | +36.3% | +17.8% |
| 3M | +28.9% | -40.6% | +69.6% | +31.0% |
| 6M | +33.1% | -57.9% | +91.1% | +36.6% |
| YTD | +44.8% | -6.7% | +51.5% | +44.3% |
| 1Y | +36.2% | +20.2% | +16.0% | +34.6% |
| 3Y | +11.5% | +879.4% | -868.0% | +2.1% |
| 5Y | -37.1% | +415.3% | -452.3% | -41.9% |
| All | +50.8% | +2,100.8% | -2,050.0% | +29.1% |
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