+36.2%
SWKS vs CAPR
+63.5%
-27.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.9% | +6.8% | -0.1% |
| 7D | +9.4% | +5.9% | +3.5% | +9.4% |
| 30D | +17.0% | +44.6% | -27.6% | +16.9% |
| 3M | +28.9% | +126.4% | -97.4% | +28.6% |
| 6M | +33.1% | -68.6% | +101.7% | +33.5% |
| YTD | +44.8% | -67.0% | +111.8% | +45.1% |
| 1Y | +36.2% | +65.2% | -29.0% | +33.9% |
| All | +36.2% | +63.5% | -27.3% | +33.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling