+35.3%
SWKS vs CLX
+26.5%
+8.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.2% | -0.3% |
| 7D | -3.1% | +13.6% | -16.8% | -5.5% |
| 30D | +8.3% | +29.1% | -20.7% | +3.2% |
| 3M | +20.2% | +1.6% | +18.6% | +19.7% |
| 6M | +24.9% | +18.7% | +6.2% | +20.0% |
| YTD | +33.2% | +11.1% | +22.1% | +29.5% |
| 1Y | +23.6% | +7.0% | +16.6% | +21.1% |
| 3Y | +1.3% | -10.0% | +11.2% | +2.1% |
| 5Y | -40.6% | -22.6% | -18.0% | -39.4% |
| 10Y | +35.3% | +29.3% | +5.9% | +9.7% |
| All | +35.3% | +26.5% | +8.7% | +9.7% |
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