+0.6%
SWKS vs EOSE
-16.7%
+17.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -7.4% | +8.7% | +1.8% |
| 7D | -6.2% | -7.9% | +1.8% | -5.7% |
| 30D | -1.5% | -43.9% | +42.4% | +2.6% |
| 3M | +23.0% | -55.8% | +78.8% | +30.1% |
| 6M | +27.6% | -73.4% | +101.0% | +38.7% |
| YTD | +32.3% | -84.8% | +117.1% | +45.8% |
| 1Y | +20.1% | -88.6% | +108.7% | +34.4% |
| 3Y | +0.6% | -2.8% | +3.4% | -15.3% |
| All | +0.6% | -16.7% | +17.4% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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