+11.5%
SWKS vs EL
+3.0%
+8.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.4% |
| 7D | +9.4% | +1.5% | +7.9% | +8.9% |
| 30D | +17.0% | +10.0% | +7.0% | +13.3% |
| 3M | +28.9% | +28.4% | +0.5% | +17.7% |
| 6M | +33.1% | +37.1% | -3.9% | +18.8% |
| YTD | +44.8% | +7.8% | +37.0% | +36.2% |
| 1Y | +36.2% | +26.0% | +10.2% | +20.4% |
| 3Y | +11.5% | +3.8% | +7.7% | -1.3% |
| All | +11.5% | +3.0% | +8.5% | -1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling