-42.6%
SWKS vs AUR
-55.9%
+13.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +9.4% | -8.2% | -0.2% |
| 7D | -6.2% | +1.1% | -7.3% | -6.4% |
| 30D | -1.5% | -22.9% | +21.4% | +1.9% |
| 3M | +23.0% | -35.0% | +57.9% | +30.0% |
| 6M | +27.6% | -39.3% | +66.9% | +35.8% |
| YTD | +32.3% | +14.8% | +17.5% | +26.4% |
| 1Y | +20.1% | +4.3% | +15.9% | +16.2% |
| 3Y | +0.6% | +125.0% | -124.4% | -21.5% |
| 5Y | -42.3% | -55.9% | +13.5% | -51.8% |
| All | -42.6% | -55.9% | +13.3% | -51.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling