+32.1%
SWKS vs CASY
+553.2%
-521.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | -6.2% | +1.1% | -7.2% | -6.5% |
| 30D | -1.5% | +8.7% | -10.2% | -4.2% |
| 3M | +23.0% | -17.3% | +40.3% | +29.4% |
| 6M | +27.6% | -19.7% | +47.3% | +33.7% |
| YTD | +32.3% | +24.8% | +7.5% | +16.4% |
| 1Y | +20.1% | +31.9% | -11.8% | +3.0% |
| 3Y | +0.6% | +155.4% | -154.7% | -36.1% |
| 5Y | -42.3% | +250.6% | -292.9% | -68.7% |
| All | +32.1% | +553.2% | -521.1% | -45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 10y: compounded portfolio wealth divided by compounded CASY 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…
10y analysis · Full analysis span regression · 6 months rolling