+50.8%
SWKS vs EAT
+320.8%
-270.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | +9.4% | -4.0% | +13.4% | +10.4% |
| 30D | +17.0% | -2.9% | +19.9% | +17.3% |
| 3M | +28.9% | -16.9% | +45.8% | +33.2% |
| 6M | +33.1% | +57.0% | -23.8% | +16.9% |
| YTD | +44.8% | +38.2% | +6.6% | +29.7% |
| 1Y | +36.2% | +69.3% | -33.1% | +15.5% |
| 3Y | +11.5% | +483.0% | -471.5% | -33.3% |
| 5Y | -37.1% | +364.1% | -401.2% | -61.7% |
| All | +50.8% | +320.8% | -270.0% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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