-25.2%
SWKS vs EFX
-11.7%
-13.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -6.4% | +9.9% | +6.0% |
| 7D | +12.5% | -8.6% | +21.1% | +16.3% |
| 30D | +10.5% | +0.1% | +10.4% | +9.9% |
| 3M | -7.4% | +3.8% | -11.2% | -10.3% |
| 6M | +32.7% | -13.5% | +46.2% | +39.1% |
| YTD | +19.2% | -17.7% | +36.8% | +27.0% |
| 1Y | +2.4% | -25.6% | +28.0% | +14.5% |
| All | -25.2% | -11.7% | -13.6% | -22.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling