+32.4%
SWKS vs ESI
+323.5%
-291.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.1% | -4.4% | -1.9% |
| 7D | -2.7% | -3.5% | +0.7% | -1.2% |
| 30D | +8.5% | -9.3% | +17.7% | +13.3% |
| 3M | +17.3% | -12.8% | +30.1% | +24.6% |
| 6M | +25.1% | -24.6% | +49.7% | +42.3% |
| YTD | +33.3% | +32.7% | +0.6% | +7.5% |
| 1Y | +22.9% | +20.3% | +2.6% | +4.5% |
| 3Y | +5.5% | +80.2% | -74.7% | -29.2% |
| 5Y | -41.9% | +40.0% | -81.8% | -56.1% |
| 10Y | +32.4% | +310.8% | -278.4% | -46.6% |
| All | +32.4% | +323.5% | -291.0% | -46.6% |
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