-36.5%
SWKS vs EIX
+18.4%
-54.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | +9.4% | +1.4% | +8.1% | +9.1% |
| 30D | +17.0% | +8.5% | +8.4% | +14.5% |
| 3M | +28.9% | -13.5% | +42.4% | +32.1% |
| 6M | +33.1% | -12.4% | +45.5% | +34.8% |
| YTD | +44.8% | +5.9% | +38.9% | +35.6% |
| 1Y | +36.2% | +7.6% | +28.6% | +26.7% |
| 3Y | +11.5% | +12.8% | -1.3% | -3.7% |
| All | -36.5% | +18.4% | -54.9% | -49.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling