+8,794.6%
SWKS vs ECL
+14,294.1%
-5,499.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.9% | -0.5% |
| 7D | -9.2% | +1.7% | -10.8% | -10.1% |
| 30D | -1.9% | +8.9% | -10.8% | -6.6% |
| 3M | +21.2% | +7.4% | +13.8% | +16.2% |
| 6M | +12.9% | +19.3% | -6.4% | +1.4% |
| YTD | +30.7% | +17.4% | +13.3% | +18.3% |
| 1Y | +14.1% | +19.4% | -5.3% | +2.2% |
| 3Y | -1.7% | +80.5% | -82.2% | -30.2% |
| 5Y | -43.0% | +40.2% | -83.2% | -54.3% |
| 10Y | +34.3% | +207.8% | -173.5% | -29.7% |
| All | +8,794.6% | +14,294.1% | -5,499.4% | +1,572.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling