+1.5%
SWKS vs COMP
+346.2%
-344.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +7.7% | -10.6% | -3.5% |
| 7D | -4.9% | +9.5% | -14.4% | -5.7% |
| 30D | -1.2% | +8.1% | -9.3% | -2.0% |
| 3M | +24.2% | -16.3% | +40.5% | +25.7% |
| 6M | +21.5% | +42.2% | -20.7% | +16.2% |
| YTD | +33.5% | -5.0% | +38.5% | +32.4% |
| 1Y | +18.9% | +20.1% | -1.2% | +14.2% |
| All | +1.5% | +346.2% | -344.7% | -25.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling