+42.3%
SWKS vs CHTR
-49.7%
+92.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -8.1% | +9.7% | +4.0% |
| 7D | +6.8% | -15.8% | +22.6% | +12.2% |
| 30D | +11.3% | -12.7% | +23.9% | +15.2% |
| 3M | +4.1% | -1.1% | +5.1% | +2.9% |
| 6M | +39.7% | -39.9% | +79.6% | +57.0% |
| YTD | +23.2% | -35.9% | +59.1% | +34.6% |
| 1Y | +5.3% | -49.2% | +54.4% | +24.9% |
| 3Y | -15.1% | -68.3% | +53.2% | +14.4% |
| 5Y | -50.3% | -83.0% | +32.6% | -14.8% |
| 10Y | +42.3% | -49.3% | +91.7% | +58.6% |
| All | +42.3% | -49.7% | +92.1% | +58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 CHTR 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