+32.1%
SWKS vs ESI
+312.6%
-280.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +0.2% |
| 7D | -6.2% | -8.5% | +2.4% | -1.8% |
| 30D | -1.5% | -15.7% | +14.2% | +7.1% |
| 3M | +23.0% | -18.2% | +41.2% | +35.2% |
| 6M | +27.6% | -28.8% | +56.4% | +49.7% |
| YTD | +32.3% | +26.3% | +6.1% | +9.7% |
| 1Y | +20.1% | +18.2% | +1.9% | +3.0% |
| 3Y | +0.6% | +68.1% | -67.5% | -29.9% |
| 5Y | -42.3% | +28.8% | -71.1% | -54.6% |
| All | +32.1% | +312.6% | -280.5% | -44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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