+32.1%
SWKS vs CG
+290.3%
-258.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.5% |
| 7D | -6.2% | -1.2% | -5.0% | -5.9% |
| 30D | -1.5% | +5.0% | -6.5% | -4.4% |
| 3M | +23.0% | -18.2% | +41.2% | +34.2% |
| 6M | +27.6% | -20.7% | +48.3% | +40.0% |
| YTD | +32.3% | -31.4% | +63.7% | +54.2% |
| 1Y | +20.1% | -22.3% | +42.4% | +30.7% |
| 3Y | +0.6% | +50.2% | -49.5% | -26.0% |
| 5Y | -42.3% | -22.1% | -20.3% | -42.9% |
| All | +32.1% | +290.3% | -258.2% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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