-43.0%
SWKS vs EW
-13.6%
-29.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.5% | -2.5% |
| 7D | -9.2% | +6.8% | -15.9% | -11.2% |
| 30D | -1.9% | +16.6% | -18.5% | -6.9% |
| 3M | +21.2% | +13.3% | +7.9% | +15.8% |
| 6M | +12.9% | +21.6% | -8.7% | +4.6% |
| YTD | +30.7% | +18.3% | +12.5% | +22.1% |
| 1Y | +14.1% | +21.7% | -7.6% | +5.5% |
| 3Y | -1.7% | +50.3% | -52.0% | -21.6% |
| 5Y | -43.0% | -15.0% | -28.0% | -43.2% |
| All | -43.0% | -13.6% | -29.4% | -43.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling