+310.2%
SWKS vs ESI
+177.3%
+132.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -8.0% | +6.0% | +1.2% |
| 7D | -9.2% | -13.1% | +3.9% | -3.9% |
| 30D | -1.9% | -18.5% | +16.6% | +6.2% |
| 3M | +21.2% | -19.6% | +40.8% | +31.6% |
| 6M | +12.9% | -29.8% | +42.7% | +28.8% |
| YTD | +30.7% | +23.9% | +6.9% | +15.3% |
| 1Y | +14.1% | +15.0% | -0.8% | +3.7% |
| 3Y | -1.7% | +64.3% | -66.0% | -22.9% |
| 5Y | -43.0% | +26.3% | -69.3% | -51.0% |
| 10Y | +34.3% | +321.7% | -287.4% | -24.5% |
| All | +310.2% | +177.3% | +132.9% | +162.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling