+47.0%
SWKS vs ESI
+330.3%
-283.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +4.0% | +2.0% | +3.9% |
| 7D | +5.7% | +1.8% | +3.9% | +4.5% |
| 30D | +17.3% | -6.6% | +23.9% | +20.8% |
| 3M | +28.3% | -9.4% | +37.6% | +33.5% |
| 6M | +26.1% | -24.1% | +50.2% | +43.0% |
| YTD | +41.1% | +37.1% | +4.0% | +11.9% |
| 1Y | +31.4% | +24.5% | +6.9% | +9.8% |
| 3Y | +7.3% | +83.2% | -75.9% | -28.7% |
| 5Y | -37.7% | +44.0% | -81.7% | -53.6% |
| All | +47.0% | +330.3% | -283.3% | -41.2% |
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