-43.0%
SWKS vs ALM
+390.7%
-433.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -9.6% | +7.5% | -1.5% |
| 7D | -9.2% | -14.5% | +5.3% | -8.4% |
| 30D | -1.9% | -39.0% | +37.1% | +0.7% |
| 3M | +21.2% | -40.3% | +61.5% | +24.0% |
| 6M | +12.9% | -60.3% | +73.2% | +17.4% |
| YTD | +30.7% | -9.8% | +40.5% | +30.6% |
| 1Y | +14.1% | +30.8% | -16.6% | +11.9% |
| 3Y | -1.7% | +772.4% | -774.1% | -14.0% |
| 5Y | -43.0% | +390.7% | -433.7% | -49.1% |
| All | -43.0% | +390.7% | -433.7% | -49.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling