-48.3%
SWKS vs AUR
-36.6%
-11.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.5% |
| 7D | +12.5% | +8.7% | +3.8% | +11.0% |
| 30D | +10.5% | -5.2% | +15.7% | +11.1% |
| 3M | -7.4% | -7.3% | -0.1% | -6.6% |
| 6M | +32.7% | +41.2% | -8.5% | +24.4% |
| YTD | +19.2% | +65.1% | -45.9% | +8.5% |
| 1Y | +2.4% | +13.4% | -11.0% | -1.8% |
| 3Y | -25.6% | +98.1% | -123.7% | -41.1% |
| 5Y | -53.4% | -36.0% | -17.4% | -62.3% |
| All | -48.3% | -36.6% | -11.7% | -58.0% |
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