-53.0%
SWKS vs EIX
+22.8%
-75.8%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.7% | +3.3% |
| 7D | +12.5% | -19.1% | +31.6% | +17.5% |
| 30D | +10.5% | -16.9% | +27.4% | +14.2% |
| 3M | -7.4% | -20.0% | +12.6% | -3.6% |
| 6M | +32.7% | -21.3% | +54.0% | +38.5% |
| YTD | +19.2% | -1.7% | +20.9% | +14.2% |
| 1Y | +2.4% | +9.6% | -7.2% | -6.3% |
| 3Y | -25.6% | -3.7% | -21.9% | -31.8% |
| All | -53.0% | +22.8% | -75.8% | -60.7% |
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