+1,350.7%
SWKS vs CAPR
-99.1%
+1,449.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.2% | +3.5% |
| 7D | +12.5% | -2.0% | +14.5% | +12.5% |
| 30D | +10.5% | +139.2% | -128.7% | +8.6% |
| 3M | -7.4% | -66.4% | +59.0% | -6.8% |
| 6M | +32.7% | -63.1% | +95.8% | +33.1% |
| YTD | +19.2% | -67.4% | +86.6% | +19.7% |
| 1Y | +2.4% | +58.2% | -55.9% | -4.1% |
| 3Y | -25.6% | +42.2% | -67.8% | -31.8% |
| 5Y | -53.4% | +87.3% | -140.7% | -58.0% |
| 10Y | +23.2% | -75.3% | +98.4% | +6.3% |
| All | +1,350.7% | -99.1% | +1,449.7% | +1,119.9% |
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 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