+21.5%
SWKS vs CAPR
-71.4%
+92.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +8.3% | -11.2% | -2.6% |
| 7D | -4.9% | +43.2% | -48.1% | -3.7% |
| 30D | -1.2% | +14.7% | -15.8% | -0.6% |
| 3M | +24.2% | +113.9% | -89.8% | +29.2% |
| 6M | +21.5% | -73.4% | +94.9% | +17.8% |
| All | +21.5% | -71.4% | +92.9% | +17.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling