-41.3%
SWKS vs AUR
-36.7%
-4.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -2.6% | +12.4% | +10.2% |
| 7D | +17.5% | +0.2% | +17.4% | +17.4% |
| 30D | +23.0% | -8.9% | +31.9% | +24.3% |
| 3M | +19.5% | +4.6% | +14.9% | +18.3% |
| 6M | +54.3% | +44.9% | +9.5% | +44.1% |
| YTD | +35.3% | +64.8% | -29.6% | +23.1% |
| 1Y | +17.9% | +16.4% | +1.5% | +12.6% |
| 3Y | -6.8% | +85.1% | -91.9% | -25.4% |
| 5Y | -45.4% | -36.1% | -9.3% | -55.8% |
| All | -41.3% | -36.7% | -4.6% | -52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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