-43.6%
SWKS vs CLX
-26.4%
-17.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.2% |
| 7D | -6.2% | +13.6% | -19.7% | -8.0% |
| 30D | -1.5% | +23.4% | -24.8% | -4.6% |
| 3M | +23.0% | -2.8% | +25.8% | +23.5% |
| 6M | +27.6% | +14.0% | +13.6% | +24.2% |
| YTD | +32.3% | +4.2% | +28.1% | +31.0% |
| 1Y | +20.1% | -1.2% | +21.3% | +20.2% |
| 3Y | +0.6% | -12.7% | +13.3% | +2.3% |
| All | -43.6% | -26.4% | -17.2% | -42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling