-48.8%
SWKS vs COMP
-52.8%
+3.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +7.7% | -10.6% | -3.9% |
| 7D | -4.9% | +9.5% | -14.4% | -6.2% |
| 30D | -1.2% | +8.1% | -9.3% | -2.4% |
| 3M | +24.2% | -16.3% | +40.5% | +26.4% |
| 6M | +21.5% | +42.2% | -20.7% | +13.4% |
| YTD | +33.5% | -5.0% | +38.5% | +30.6% |
| 1Y | +18.9% | +20.1% | -1.2% | +12.0% |
| 3Y | +0.4% | +358.4% | -358.1% | -28.3% |
| 5Y | -44.3% | -21.9% | -22.4% | -53.3% |
| All | -48.8% | -52.8% | +3.9% | -55.4% |
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