+5.5%
SWKS vs ECL
+78.6%
-73.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | -0.2% |
| 7D | -2.7% | -0.5% | -2.2% | -2.6% |
| 30D | +8.5% | +8.8% | -0.4% | +3.8% |
| 3M | +17.3% | +7.8% | +9.4% | +12.6% |
| 6M | +25.1% | +21.3% | +3.8% | +12.1% |
| YTD | +33.3% | +17.8% | +15.6% | +20.8% |
| 1Y | +22.9% | +21.1% | +1.8% | +9.3% |
| 3Y | +5.5% | +80.1% | -74.5% | -23.4% |
| All | +5.5% | +78.6% | -73.1% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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