+2.4%
SWKS vs EIX
+7.5%
-5.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.7% | +3.5% |
| 7D | +12.5% | -19.1% | +31.6% | +12.3% |
| 30D | +10.5% | -16.9% | +27.4% | +10.2% |
| 3M | -7.4% | -20.0% | +12.6% | -7.6% |
| 6M | +32.7% | -21.3% | +54.0% | +31.9% |
| YTD | +19.2% | -1.7% | +20.9% | +14.5% |
| 1Y | +2.4% | +9.6% | -7.2% | -2.1% |
| All | +2.4% | +7.5% | -5.1% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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