-43.6%
SWKS vs CAPR
+142.6%
-186.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.7% | -3.4% | +1.1% |
| 7D | -6.2% | +41.1% | -47.2% | -6.6% |
| 30D | -1.5% | +11.1% | -12.6% | -1.7% |
| 3M | +23.0% | +115.3% | -92.3% | +21.3% |
| 6M | +27.6% | -73.8% | +101.4% | +28.7% |
| YTD | +32.3% | -68.8% | +101.1% | +32.9% |
| 1Y | +20.1% | +43.3% | -23.2% | +13.4% |
| 3Y | +0.6% | +214.7% | -214.0% | -18.0% |
| All | -43.6% | +142.6% | -186.2% | -56.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling