+32.4%
SWKS vs CLX
+26.7%
+5.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.6% | -4.8% | -0.2% |
| 7D | -2.7% | +17.4% | -20.1% | -5.7% |
| 30D | +8.5% | +27.8% | -19.3% | +3.5% |
| 3M | +17.3% | +3.0% | +14.3% | +16.4% |
| 6M | +25.1% | +17.5% | +7.6% | +20.4% |
| YTD | +33.3% | +10.0% | +23.4% | +29.9% |
| 1Y | +22.9% | +3.3% | +19.6% | +21.3% |
| 3Y | +5.5% | -10.1% | +15.7% | +6.4% |
| 5Y | -41.9% | -23.7% | -18.2% | -40.6% |
| 10Y | +32.4% | +24.9% | +7.6% | +8.3% |
| All | +32.4% | +26.7% | +5.7% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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