-51.2%
SWKS vs EOSE
-68.2%
+17.1%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +10.8% | -9.0% | +0.9% |
| 7D | +11.8% | +41.4% | -29.6% | +8.3% |
| 30D | +6.7% | +3.6% | +3.1% | +6.0% |
| 3M | 0.0% | -35.7% | +35.7% | +2.9% |
| 6M | +38.7% | -29.9% | +68.6% | +40.0% |
| YTD | +21.4% | -62.5% | +83.8% | +26.4% |
| 1Y | +2.9% | -37.4% | +40.3% | +0.5% |
| 3Y | -16.4% | +55.8% | -72.2% | -32.9% |
| 5Y | -51.2% | -67.8% | +16.7% | -60.6% |
| All | -51.2% | -68.2% | +17.1% | -60.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling