+23.8%
SWKS vs EL
+30.3%
-6.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.0% | +0.3% |
| 7D | -2.7% | +8.0% | -10.8% | -4.0% |
| 30D | +8.5% | +15.4% | -6.9% | +5.9% |
| 3M | +17.3% | +28.5% | -11.2% | +11.6% |
| 6M | +25.1% | +32.2% | -7.1% | +17.4% |
| YTD | +33.3% | +9.2% | +24.2% | +20.8% |
| All | +23.8% | +30.3% | -6.5% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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