+11.6%
SWKS vs EFX
+4.1%
+7.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.6% | +3.0% |
| 7D | +10.9% | -3.6% | +14.5% | +12.3% |
| 30D | +17.6% | +25.3% | -7.7% | +7.5% |
| 3M | +29.2% | +3.8% | +25.4% | +25.8% |
| 6M | +37.0% | +12.7% | +24.2% | +26.7% |
| YTD | +44.9% | -13.1% | +58.1% | +50.6% |
| 1Y | +33.8% | -9.3% | +43.1% | +35.1% |
| All | +11.6% | +4.1% | +7.5% | +3.9% |
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