+11.5%
SWKS vs EQX
+129.0%
-117.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | +9.4% | -10.5% | +19.9% | +10.5% |
| 30D | +17.0% | +0.2% | +16.8% | +16.6% |
| 3M | +28.9% | -7.9% | +36.9% | +29.3% |
| 6M | +33.1% | -28.6% | +61.8% | +35.5% |
| YTD | +44.8% | -26.3% | +71.1% | +45.4% |
| 1Y | +36.2% | -20.2% | +56.5% | +35.4% |
| 3Y | +11.5% | +131.1% | -119.6% | -3.2% |
| All | +11.5% | +129.0% | -117.6% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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