+37.8%
SWKS vs ALM
+2,079.4%
-2,041.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.2% | +7.1% | +0.1% |
| 7D | -3.1% | -6.3% | +3.2% | -2.9% |
| 30D | +8.3% | -31.4% | +39.8% | +9.8% |
| 3M | +20.2% | -40.6% | +60.8% | +22.1% |
| 6M | +24.9% | -58.6% | +83.6% | +28.2% |
| YTD | +33.2% | -7.6% | +40.8% | +32.8% |
| 1Y | +23.6% | +13.8% | +9.7% | +22.3% |
| 3Y | +1.3% | +842.1% | -840.9% | -7.1% |
| 5Y | -40.6% | +407.4% | -448.0% | -45.2% |
| All | +37.8% | +2,079.4% | -2,041.6% | +18.0% |
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