-51.2%
SWKS vs CHTR
-81.8%
+30.6%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.1% | +5.9% | +2.8% |
| 7D | +11.8% | -0.3% | +12.1% | +11.8% |
| 30D | +6.7% | -4.5% | +11.2% | +7.5% |
| 3M | 0.0% | +10.2% | -10.2% | -3.1% |
| 6M | +38.7% | -37.2% | +76.0% | +51.0% |
| YTD | +21.4% | -30.2% | +51.5% | +27.5% |
| 1Y | +2.9% | -44.8% | +47.7% | +15.8% |
| 3Y | -16.4% | -65.5% | +49.1% | +5.2% |
| 5Y | -51.2% | -81.8% | +30.6% | -31.1% |
| All | -51.2% | -81.8% | +30.6% | -31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling