-0.6%
SWKS vs EW
+50.0%
-50.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.5% | -2.4% |
| 7D | -9.2% | +6.8% | -15.9% | -10.6% |
| 30D | -1.9% | +16.6% | -18.5% | -5.3% |
| 3M | +21.2% | +13.3% | +7.9% | +17.6% |
| 6M | +12.9% | +21.6% | -8.7% | +7.0% |
| YTD | +30.7% | +18.3% | +12.5% | +24.7% |
| 1Y | +14.1% | +21.7% | -7.6% | +8.0% |
| All | -0.6% | +50.0% | -50.5% | -19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling