-43.0%
SWKS vs ESI
+24.6%
-67.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -8.0% | +6.0% | +2.6% |
| 7D | -9.2% | -13.1% | +3.9% | -1.7% |
| 30D | -1.9% | -18.5% | +16.6% | +9.7% |
| 3M | +21.2% | -19.6% | +40.8% | +35.8% |
| 6M | +12.9% | -29.8% | +42.7% | +35.5% |
| YTD | +30.7% | +23.9% | +6.9% | +4.0% |
| 1Y | +14.1% | +15.0% | -0.8% | -4.7% |
| 3Y | -1.7% | +64.3% | -66.0% | -39.0% |
| 5Y | -43.0% | +26.3% | -69.3% | -61.6% |
| All | -43.0% | +24.6% | -67.6% | -61.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling