+1,491.6%
SWKS vs CAPR
-99.1%
+1,590.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.6% | +1.5% | -2.0% |
| 7D | -9.2% | +29.7% | -38.9% | -9.6% |
| 30D | -1.9% | +11.0% | -12.9% | -2.2% |
| 3M | +21.2% | +118.8% | -97.6% | +19.1% |
| 6M | +12.9% | -73.9% | +86.8% | +13.9% |
| YTD | +30.7% | -70.2% | +100.9% | +31.4% |
| 1Y | +14.1% | +38.3% | -24.1% | +7.2% |
| 3Y | -1.7% | +199.7% | -201.3% | -11.2% |
| 5Y | -43.0% | +130.6% | -173.6% | -48.8% |
| 10Y | +34.3% | -68.5% | +102.8% | +15.6% |
| All | +1,491.6% | -99.1% | +1,590.7% | +1,238.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling