+2.4%
SWKS vs EW
+11.0%
-8.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.5% |
| 7D | +12.5% | -0.3% | +12.9% | +12.6% |
| 30D | +10.5% | +1.0% | +9.4% | +10.2% |
| 3M | -7.4% | +2.8% | -10.2% | -8.2% |
| 6M | +32.7% | +5.5% | +27.2% | +30.0% |
| YTD | +19.2% | +5.5% | +13.7% | +16.8% |
| 1Y | +2.4% | +11.0% | -8.7% | -3.5% |
| All | +2.4% | +11.0% | -8.6% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 1y: compounded portfolio wealth divided by compounded EW 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…
1y analysis · Full analysis span regression · 6 months rolling