-16.4%
SWKS vs AUR
+90.4%
-106.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.7% | -0.8% | +1.4% |
| 7D | +11.8% | +19.2% | -7.4% | +8.7% |
| 30D | +6.7% | -7.8% | +14.5% | +7.8% |
| 3M | 0.0% | +4.0% | -4.0% | -0.9% |
| 6M | +38.7% | +45.0% | -6.3% | +29.4% |
| YTD | +21.4% | +69.5% | -48.2% | +9.8% |
| 1Y | +2.9% | +13.0% | -10.1% | -1.4% |
| 3Y | -16.4% | +90.4% | -106.8% | -38.2% |
| All | -16.4% | +90.4% | -106.8% | -38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling