+32.1%
SWKS vs ED
+129.3%
-97.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.4% | +3.6% | +1.7% |
| 7D | -6.2% | +1.6% | -7.8% | -6.5% |
| 30D | -1.5% | +13.3% | -14.8% | -4.0% |
| 3M | +23.0% | +9.7% | +13.3% | +20.5% |
| 6M | +27.6% | +12.8% | +14.8% | +23.9% |
| YTD | +32.3% | +22.3% | +10.0% | +26.0% |
| 1Y | +20.1% | +26.3% | -6.2% | +13.3% |
| 3Y | +0.6% | +45.0% | -44.4% | -10.3% |
| 5Y | -42.3% | +80.2% | -122.5% | -52.3% |
| All | +32.1% | +129.3% | -97.1% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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