-43.6%
SWKS vs EFV
+87.6%
-131.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +2.9% |
| 7D | -6.2% | -0.7% | -5.5% | -5.7% |
| 30D | -1.5% | +0.9% | -2.4% | -2.8% |
| 3M | +23.0% | -3.6% | +26.5% | +28.1% |
| 6M | +27.6% | +2.5% | +25.1% | +23.7% |
| YTD | +32.3% | +13.2% | +19.1% | +12.3% |
| 1Y | +20.1% | +20.3% | -0.2% | -5.7% |
| 3Y | +0.6% | +84.9% | -84.3% | -53.1% |
| All | -43.6% | +87.6% | -131.2% | -74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 5y: compounded portfolio wealth divided by compounded EFV 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…
5y analysis · Full analysis span regression · 6 months rolling