-49.3%
SWKS vs COMP
-52.0%
+2.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +10.7% | -9.5% | -0.2% |
| 7D | -6.2% | +13.4% | -19.6% | -7.9% |
| 30D | -1.5% | +11.1% | -12.6% | -3.2% |
| 3M | +23.0% | -18.8% | +41.8% | +25.6% |
| 6M | +27.6% | +10.5% | +17.1% | +24.3% |
| YTD | +32.3% | -3.4% | +35.7% | +29.0% |
| 1Y | +20.1% | +19.7% | +0.4% | +13.2% |
| 3Y | +0.6% | +381.6% | -381.0% | -28.7% |
| 5Y | -42.3% | -17.6% | -24.7% | -51.9% |
| All | -49.3% | -52.0% | +2.7% | -56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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