-0.6%
SWKS vs EIX
+11.1%
-11.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.9% |
| 7D | -9.2% | +2.5% | -11.7% | -9.6% |
| 30D | -1.9% | +14.1% | -16.0% | -4.2% |
| 3M | +21.2% | -9.4% | +30.7% | +22.3% |
| 6M | +12.9% | -9.1% | +22.0% | +12.8% |
| YTD | +30.7% | +7.1% | +23.6% | +22.4% |
| 1Y | +14.1% | +13.3% | +0.9% | +4.6% |
| All | -0.6% | +11.1% | -11.7% | -18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling