-53.0%
SWKS vs EFX
-33.8%
-19.2%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -6.4% | +9.9% | +6.5% |
| 7D | +12.5% | -8.6% | +21.1% | +17.0% |
| 30D | +10.5% | +0.1% | +10.4% | +9.8% |
| 3M | -7.4% | +3.8% | -11.2% | -10.9% |
| 6M | +32.7% | -13.5% | +46.2% | +38.8% |
| YTD | +19.2% | -17.7% | +36.8% | +26.7% |
| 1Y | +2.4% | -25.6% | +28.0% | +14.2% |
| 3Y | -25.6% | -12.1% | -13.5% | -25.3% |
| All | -53.0% | -33.8% | -19.2% | -49.4% |
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