-25.2%
SWKS vs COMP
+215.9%
-241.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.0% | +3.5% |
| 7D | +12.5% | +1.4% | +11.1% | +12.3% |
| 30D | +10.5% | -13.3% | +23.8% | +11.9% |
| 3M | -7.4% | +41.1% | -48.5% | -10.5% |
| 6M | +32.7% | +17.2% | +15.5% | +29.8% |
| YTD | +19.2% | +5.2% | +14.0% | +17.3% |
| 1Y | +2.4% | +18.9% | -16.5% | -1.5% |
| All | -25.2% | +215.9% | -241.2% | -42.8% |
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