-53.0%
SWKS vs CF
+227.0%
-280.0%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.2% | +6.8% | +4.0% |
| 7D | +12.5% | +6.0% | +6.5% | +11.5% |
| 30D | +10.5% | +14.8% | -4.4% | +8.1% |
| 3M | -7.4% | +14.1% | -21.4% | -9.5% |
| 6M | +32.7% | +28.5% | +4.1% | +25.5% |
| YTD | +19.2% | +74.9% | -55.8% | +6.0% |
| 1Y | +2.4% | +61.7% | -59.3% | -7.7% |
| 3Y | -25.6% | +80.3% | -105.9% | -34.8% |
| All | -53.0% | +227.0% | -280.0% | -62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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