+46.0%
SWKS vs EW
+242.2%
-196.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +1.7% | +4.2% | +5.2% |
| 7D | +5.7% | +6.5% | -0.8% | +2.9% |
| 30D | +17.3% | +22.5% | -5.2% | +7.3% |
| 3M | +28.3% | +13.0% | +15.3% | +21.0% |
| 6M | +26.1% | +37.1% | -11.1% | +8.4% |
| YTD | +41.1% | +24.1% | +17.0% | +26.4% |
| 1Y | +31.4% | +24.2% | +7.2% | +17.6% |
| 3Y | +7.3% | +64.8% | -57.5% | -21.7% |
| 5Y | -37.7% | -7.4% | -30.3% | -40.8% |
| 10Y | +46.0% | +248.8% | -202.7% | -19.8% |
| All | +46.0% | +242.2% | -196.1% | -19.8% |
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