+528.5%
SWKS vs CHTR
+334.3%
+194.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.1% | +3.4% |
| 7D | +12.5% | -1.1% | +13.6% | +12.8% |
| 30D | +10.5% | -0.8% | +11.3% | +10.1% |
| 3M | -7.4% | +17.8% | -25.2% | -13.9% |
| 6M | +32.7% | -34.5% | +67.2% | +47.1% |
| YTD | +19.2% | -27.2% | +46.4% | +26.3% |
| 1Y | +2.4% | -41.4% | +43.8% | +17.8% |
| 3Y | -25.6% | -64.0% | +38.4% | -2.0% |
| 5Y | -53.4% | -81.3% | +27.8% | -20.7% |
| 10Y | +23.2% | -44.1% | +67.2% | +24.0% |
| All | +528.5% | +334.3% | +194.2% | +110.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling