+32.1%
SWKS vs EIX
+29.5%
+2.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.5% | +3.7% | +2.0% |
| 7D | -6.2% | +1.0% | -7.1% | -6.5% |
| 30D | -1.5% | +9.1% | -10.6% | -4.4% |
| 3M | +23.0% | -10.2% | +33.2% | +24.5% |
| 6M | +27.6% | -11.2% | +38.8% | +28.8% |
| YTD | +32.3% | +4.5% | +27.8% | +24.8% |
| 1Y | +20.1% | +10.9% | +9.2% | +10.5% |
| 3Y | +0.6% | +8.4% | -7.8% | -9.3% |
| 5Y | -42.3% | +18.0% | -60.3% | -50.6% |
| All | +32.1% | +29.5% | +2.7% | +2.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling