-17.1%
SWKS vs CHTR
-63.8%
+46.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.1% | +3.5% |
| 7D | +12.5% | -1.1% | +13.6% | +12.6% |
| 30D | +10.5% | -0.8% | +11.3% | +10.3% |
| 3M | -7.4% | +17.8% | -25.2% | -10.1% |
| 6M | +32.7% | -34.5% | +67.2% | +40.1% |
| YTD | +19.2% | -27.2% | +46.4% | +22.4% |
| 1Y | +2.4% | -41.4% | +43.8% | +10.4% |
| All | -17.1% | -63.8% | +46.7% | -2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling