-36.5%
SWKS vs EFX
-30.1%
-6.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.4% |
| 7D | +9.4% | -0.8% | +10.2% | +9.8% |
| 30D | +17.0% | +25.1% | -8.1% | +4.8% |
| 3M | +28.9% | +1.7% | +27.3% | +25.9% |
| 6M | +33.1% | +18.4% | +14.8% | +18.3% |
| YTD | +44.8% | -12.5% | +57.3% | +48.1% |
| 1Y | +36.2% | -8.1% | +44.3% | +35.0% |
| 3Y | +11.5% | +4.8% | +6.7% | +0.6% |
| All | -36.5% | -30.1% | -6.4% | -34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling