+32.4%
SWKS vs CAPR
-64.9%
+97.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +9.4% | -8.7% | +0.6% |
| 7D | -2.7% | +36.0% | -38.8% | -3.4% |
| 30D | +8.5% | +25.8% | -17.3% | +7.8% |
| 3M | +17.3% | +140.8% | -123.5% | +14.3% |
| 6M | +25.1% | -67.6% | +92.7% | +26.0% |
| YTD | +33.3% | -65.9% | +99.2% | +33.8% |
| 1Y | +22.9% | +66.1% | -43.2% | +12.2% |
| 3Y | +5.5% | +256.9% | -251.3% | -10.2% |
| 5Y | -41.9% | +172.1% | -214.0% | -51.1% |
| 10Y | +32.4% | -64.7% | +97.1% | +3.8% |
| All | +32.4% | -64.9% | +97.4% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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