+25.9%
SWKS vs ESI
+316.2%
-290.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.9% | +0.6% | +2.0% |
| 7D | +12.5% | +3.3% | +9.2% | +10.6% |
| 30D | +10.5% | -5.9% | +16.4% | +13.7% |
| 3M | -7.4% | -14.1% | +6.7% | -0.7% |
| 6M | +32.7% | +6.6% | +26.1% | +24.8% |
| YTD | +19.2% | +45.0% | -25.9% | -6.7% |
| 1Y | +2.4% | +41.5% | -39.1% | -19.1% |
| 3Y | -25.6% | +78.8% | -104.4% | -48.8% |
| 5Y | -53.4% | +70.9% | -124.3% | -67.6% |
| All | +25.9% | +316.2% | -290.3% | -45.6% |
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