+21.5%
SWKS vs AS
-8.6%
+30.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +5.1% | -8.0% | -2.4% |
| 7D | -4.9% | +13.8% | -18.7% | -3.9% |
| 30D | -1.2% | +16.7% | -17.9% | +0.1% |
| 3M | +24.2% | -11.5% | +35.7% | +28.9% |
| 6M | +21.5% | -5.5% | +27.0% | +27.2% |
| All | +21.5% | -8.6% | +30.0% | +27.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling