+8,794.6%
SWKS vs ED
+2,522.9%
+6,271.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.3% |
| 7D | -9.2% | +5.2% | -14.3% | -10.2% |
| 30D | -1.9% | +15.5% | -17.4% | -5.0% |
| 3M | +21.2% | +13.0% | +8.2% | +17.9% |
| 6M | +12.9% | +13.1% | -0.2% | +9.5% |
| YTD | +30.7% | +25.3% | +5.5% | +23.8% |
| 1Y | +14.1% | +30.5% | -16.4% | +7.0% |
| 3Y | -1.7% | +49.3% | -51.0% | -11.9% |
| 5Y | -43.0% | +84.6% | -127.6% | -51.7% |
| 10Y | +34.3% | +135.4% | -101.1% | +5.9% |
| All | +8,794.6% | +2,522.9% | +6,271.7% | +5,622.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling