+0.6%
SWKS vs ED
+44.5%
-43.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.4% | +3.6% | +0.7% |
| 7D | -6.2% | +1.6% | -7.8% | -5.8% |
| 30D | -1.5% | +13.3% | -14.8% | +0.9% |
| 3M | +23.0% | +9.7% | +13.3% | +25.2% |
| 6M | +27.6% | +12.8% | +14.8% | +30.5% |
| YTD | +32.3% | +22.3% | +10.0% | +36.9% |
| 1Y | +20.1% | +26.3% | -6.2% | +24.8% |
| 3Y | +0.6% | +45.0% | -44.4% | -1.6% |
| All | +0.6% | +44.5% | -43.9% | -1.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling