+8,007.1%
SWKS vs ECL
+13,009.7%
-5,002.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.5% |
| 7D | +12.5% | -2.6% | +15.1% | +14.1% |
| 30D | +10.5% | -2.2% | +12.7% | +11.7% |
| 3M | -7.4% | +10.1% | -17.5% | -12.6% |
| 6M | +32.7% | -5.7% | +38.4% | +35.5% |
| YTD | +19.2% | +7.0% | +12.2% | +13.7% |
| 1Y | +2.4% | +2.7% | -0.3% | -0.5% |
| 3Y | -25.6% | +57.7% | -83.3% | -43.2% |
| 5Y | -53.4% | +31.1% | -84.6% | -61.2% |
| 10Y | +23.2% | +150.9% | -127.7% | -28.0% |
| All | +8,007.1% | +13,009.7% | -5,002.5% | +1,507.7% |
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