-41.9%
SWKS vs ESI
+42.9%
-84.8%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.1% | -4.4% | -2.2% |
| 7D | -2.7% | -3.5% | +0.7% | -1.1% |
| 30D | +8.5% | -9.3% | +17.7% | +13.8% |
| 3M | +17.3% | -12.8% | +30.1% | +25.3% |
| 6M | +25.1% | -24.6% | +49.7% | +44.3% |
| YTD | +33.3% | +32.7% | +0.6% | +1.4% |
| 1Y | +22.9% | +20.3% | +2.6% | 0.0% |
| 3Y | +5.5% | +80.2% | -74.7% | -38.8% |
| 5Y | -41.9% | +40.0% | -81.8% | -60.9% |
| All | -41.9% | +42.9% | -84.8% | -60.9% |
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