-13.7%
SWKS vs AS
+133.7%
-147.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -1.6% |
| 7D | -9.2% | +7.1% | -16.3% | -10.6% |
| 30D | -1.9% | +12.8% | -14.7% | -4.7% |
| 3M | +21.2% | -14.7% | +36.0% | +25.5% |
| 6M | +12.9% | -9.9% | +22.8% | +14.7% |
| YTD | +30.7% | -16.1% | +46.9% | +34.4% |
| 1Y | +14.1% | +0.2% | +14.0% | +11.6% |
| All | -13.7% | +133.7% | -147.4% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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