+1,411.1%
SWKS vs EFV
+240.5%
+1,170.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +2.6% |
| 7D | -6.2% | -0.7% | -5.5% | -5.8% |
| 30D | -1.5% | +0.9% | -2.4% | -2.6% |
| 3M | +23.0% | -3.6% | +26.5% | +27.3% |
| 6M | +27.6% | +2.5% | +25.1% | +24.4% |
| YTD | +32.3% | +13.2% | +19.1% | +15.9% |
| 1Y | +20.1% | +20.3% | -0.2% | -1.1% |
| 3Y | +0.6% | +84.9% | -84.3% | -45.6% |
| 5Y | -42.3% | +87.7% | -130.0% | -69.0% |
| 10Y | +35.9% | +160.7% | -124.8% | -45.4% |
| All | +1,411.1% | +240.5% | +1,170.6% | +449.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling