+20.1%
SWKS vs EFX
-7.7%
+27.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.4% | +1.2% |
| 7D | -6.2% | +2.7% | -8.9% | -6.1% |
| 30D | -1.5% | +33.1% | -34.6% | -1.6% |
| 3M | +23.0% | +8.2% | +14.8% | +22.4% |
| 6M | +27.6% | +10.2% | +17.4% | +27.0% |
| YTD | +32.3% | -11.8% | +44.1% | +34.3% |
| 1Y | +20.1% | -6.1% | +26.2% | +19.8% |
| All | +20.1% | -7.7% | +27.9% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 1y: compounded portfolio wealth divided by compounded EFX 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…
1y analysis · Full analysis span regression · 6 months rolling