+25.9%
SWKS vs ES
+84.4%
-58.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.1% | +3.7% |
| 7D | +12.5% | +0.3% | +12.2% | +12.4% |
| 30D | +10.5% | -2.0% | +12.5% | +11.2% |
| 3M | -7.4% | +1.7% | -9.1% | -8.3% |
| 6M | +32.7% | -3.5% | +36.2% | +33.6% |
| YTD | +19.2% | +7.9% | +11.3% | +15.2% |
| 1Y | +2.4% | +17.2% | -14.8% | -4.6% |
| 3Y | -25.6% | +29.3% | -54.9% | -34.6% |
| 5Y | -53.4% | -5.7% | -47.7% | -54.2% |
| All | +25.9% | +84.4% | -58.5% | +8.5% |
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