+50.8%
SWKS vs AR
+57.4%
-6.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +9.4% | +7.4% | +2.1% | +8.4% |
| 30D | +17.0% | +5.8% | +11.2% | +16.1% |
| 3M | +28.9% | +5.2% | +23.7% | +27.9% |
| 6M | +33.1% | +5.4% | +27.7% | +31.6% |
| YTD | +44.8% | +12.4% | +32.4% | +41.4% |
| 1Y | +36.2% | +12.8% | +23.4% | +32.9% |
| 3Y | +11.5% | +47.2% | -35.7% | +4.2% |
| 5Y | -37.1% | +101.1% | -138.2% | -44.1% |
| All | +50.8% | +57.4% | -6.5% | +41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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