+31.4%
SWKS vs ES
+83.5%
-52.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.9% | +4.1% | +2.1% |
| 7D | -6.2% | +1.9% | -8.0% | -6.8% |
| 30D | -1.5% | +7.1% | -8.5% | -3.9% |
| 3M | +23.0% | -1.9% | +24.9% | +23.3% |
| 6M | +27.6% | +4.4% | +23.3% | +24.7% |
| YTD | +32.3% | +7.3% | +25.0% | +27.8% |
| 1Y | +20.1% | +2.1% | +18.0% | +17.4% |
| 3Y | +0.6% | +41.8% | -41.2% | -14.6% |
| 5Y | -42.3% | +1.4% | -43.8% | -45.0% |
| All | +31.4% | +83.5% | -52.1% | +16.6% |
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