+375.4%
SWKS vs ALM
+3,431.9%
-3,056.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -9.6% | +7.5% | -2.0% |
| 7D | -9.2% | -14.5% | +5.3% | -9.1% |
| 30D | -1.9% | -39.0% | +37.1% | -1.7% |
| 3M | +21.2% | -40.3% | +61.5% | +21.4% |
| 6M | +12.9% | -60.3% | +73.2% | +13.2% |
| YTD | +30.7% | -9.8% | +40.5% | +30.7% |
| 1Y | +14.1% | +30.8% | -16.6% | +13.9% |
| 3Y | -1.7% | +772.4% | -774.1% | -2.6% |
| 5Y | -43.0% | +390.7% | -433.7% | -43.5% |
| 10Y | +34.3% | +2,028.5% | -1,994.2% | +32.4% |
| All | +375.4% | +3,431.9% | -3,056.6% | +362.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling