+32.1%
SWKS vs EW
+236.3%
-204.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +0.6% |
| 7D | -6.2% | +11.0% | -17.2% | -10.4% |
| 30D | -1.5% | +19.1% | -20.6% | -8.8% |
| 3M | +23.0% | +14.4% | +8.6% | +15.3% |
| 6M | +27.6% | +22.8% | +4.8% | +15.0% |
| YTD | +32.3% | +19.8% | +12.5% | +20.3% |
| 1Y | +20.1% | +23.9% | -3.8% | +7.5% |
| 3Y | +0.6% | +52.2% | -51.6% | -23.8% |
| 5Y | -42.3% | -13.9% | -28.4% | -43.3% |
| All | +32.1% | +236.3% | -204.2% | -26.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling