+25.9%
SWKS vs COR
+407.6%
-381.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.9% | +5.4% | +4.1% |
| 7D | +12.5% | +2.8% | +9.7% | +11.5% |
| 30D | +10.5% | +4.5% | +6.0% | +8.6% |
| 3M | -7.4% | +22.7% | -30.1% | -14.3% |
| 6M | +32.7% | -9.7% | +42.4% | +36.0% |
| YTD | +19.2% | -1.4% | +20.6% | +18.2% |
| 1Y | +2.4% | +13.9% | -11.5% | -4.0% |
| 3Y | -25.6% | +94.0% | -119.6% | -44.0% |
| 5Y | -53.4% | +184.0% | -237.4% | -70.3% |
| All | +25.9% | +407.6% | -381.7% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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