+51.0%
SWKS vs EW
+249.9%
-198.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | +10.9% | +4.9% | +5.9% | +8.6% |
| 30D | +17.6% | +24.1% | -6.5% | +7.0% |
| 3M | +29.2% | +13.7% | +15.5% | +21.6% |
| 6M | +37.0% | +32.7% | +4.3% | +19.6% |
| YTD | +44.9% | +24.1% | +20.8% | +29.8% |
| 1Y | +33.8% | +23.6% | +10.2% | +20.0% |
| 3Y | +10.2% | +64.8% | -54.6% | -19.6% |
| 5Y | -37.0% | -8.8% | -28.2% | -39.6% |
| All | +51.0% | +249.9% | -198.9% | -19.0% |
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