+30.5%
SWKS vs ES
+91.2%
-60.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.1% | -4.1% | -2.7% |
| 7D | -9.2% | +5.9% | -15.1% | -10.9% |
| 30D | -1.9% | +10.2% | -12.1% | -5.1% |
| 3M | +21.2% | +0.4% | +20.8% | +20.7% |
| 6M | +12.9% | +6.9% | +6.0% | +9.6% |
| YTD | +30.7% | +10.5% | +20.2% | +25.1% |
| 1Y | +14.1% | +3.2% | +10.9% | +11.3% |
| 3Y | -1.7% | +49.0% | -50.7% | -18.0% |
| 5Y | -43.0% | +4.5% | -47.5% | -46.2% |
| All | +30.5% | +91.2% | -60.7% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling