-36.5%
SWKS vs ESI
+37.5%
-74.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.1% | +4.9% | +4.0% |
| 7D | +10.9% | +8.3% | +2.5% | +5.7% |
| 30D | +17.6% | -10.4% | +28.0% | +24.4% |
| 3M | +29.2% | -13.2% | +42.4% | +38.4% |
| 6M | +37.0% | -23.9% | +60.8% | +56.9% |
| YTD | +44.9% | +34.2% | +10.7% | +9.6% |
| 1Y | +33.8% | +22.2% | +11.6% | +7.8% |
| 3Y | +10.2% | +79.2% | -69.0% | -35.7% |
| All | -36.5% | +37.5% | -74.0% | -57.2% |
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 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