-36.5%
SWKS vs EQT
+164.3%
-200.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.3% |
| 7D | +9.4% | +6.9% | +2.5% | +7.9% |
| 30D | +17.0% | +0.4% | +16.5% | +16.8% |
| 3M | +28.9% | -2.0% | +31.0% | +29.3% |
| 6M | +33.1% | -5.0% | +38.1% | +34.0% |
| YTD | +44.8% | -0.3% | +45.1% | +43.4% |
| 1Y | +36.2% | -11.3% | +47.5% | +38.5% |
| 3Y | +11.5% | +38.3% | -26.8% | +0.4% |
| All | -36.5% | +164.3% | -200.8% | -48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 EQT 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