+25.9%
SWKS vs ALM
+2,950.3%
-2,924.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +5.0% | +3.6% |
| 7D | +12.5% | -2.6% | +15.1% | +12.6% |
| 30D | +10.5% | +32.0% | -21.5% | +9.2% |
| 3M | -7.4% | -15.0% | +7.6% | -7.2% |
| 6M | +32.7% | -10.1% | +42.8% | +32.3% |
| YTD | +19.2% | +99.4% | -80.3% | +15.8% |
| 1Y | +2.4% | +316.4% | -314.0% | -2.8% |
| 3Y | -25.6% | +2,022.0% | -2,047.6% | -33.7% |
| 5Y | -53.4% | +941.2% | -994.6% | -58.0% |
| All | +25.9% | +2,950.3% | -2,924.5% | +7.7% |
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