+32.1%
SWKS vs CLX
+19.4%
+12.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.2% |
| 7D | -6.2% | +13.6% | -19.7% | -8.4% |
| 30D | -1.5% | +23.4% | -24.8% | -5.4% |
| 3M | +23.0% | -2.8% | +25.8% | +23.4% |
| 6M | +27.6% | +14.0% | +13.6% | +23.4% |
| YTD | +32.3% | +4.2% | +28.1% | +30.2% |
| 1Y | +20.1% | -1.2% | +21.3% | +19.5% |
| 3Y | +0.6% | -12.7% | +13.3% | +1.9% |
| 5Y | -42.3% | -26.5% | -15.8% | -40.7% |
| All | +32.1% | +19.4% | +12.7% | +8.5% |
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