-43.6%
SWKS vs EAT
+361.6%
-405.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.9% | +4.1% | +2.0% |
| 7D | -6.2% | -2.6% | -3.5% | -5.6% |
| 30D | -1.5% | +11.5% | -13.0% | -4.8% |
| 3M | +23.0% | -9.1% | +32.1% | +24.4% |
| 6M | +27.6% | +40.4% | -12.8% | +12.4% |
| YTD | +32.3% | +43.9% | -11.6% | +14.1% |
| 1Y | +20.1% | +101.9% | -81.8% | -7.9% |
| 3Y | +0.6% | +489.9% | -489.2% | -51.8% |
| All | -43.6% | +361.6% | -405.2% | -73.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling