+50.8%
SWKS vs CAPR
-65.7%
+116.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.9% | +6.8% | +0.1% |
| 7D | +9.4% | +5.9% | +3.5% | +9.2% |
| 30D | +17.0% | +44.6% | -27.6% | +15.8% |
| 3M | +28.9% | +126.4% | -97.4% | +25.8% |
| 6M | +33.1% | -68.6% | +101.7% | +34.1% |
| YTD | +44.8% | -67.0% | +111.8% | +45.3% |
| 1Y | +36.2% | +65.2% | -29.0% | +24.2% |
| 3Y | +11.5% | +235.6% | -224.1% | -5.1% |
| 5Y | -37.1% | +175.4% | -212.5% | -47.2% |
| All | +50.8% | -65.7% | +116.5% | +20.5% |
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