+27.6%
SWKS vs EWT
+492.4%
-464.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.9% | +1.7% | +1.6% |
| 7D | +12.5% | +4.0% | +8.5% | +8.1% |
| 30D | +10.5% | +10.3% | +0.2% | -0.2% |
| 3M | -7.4% | +6.1% | -13.5% | -13.7% |
| 6M | +32.7% | +56.6% | -24.0% | -19.6% |
| YTD | +19.2% | +76.6% | -57.4% | -37.2% |
| 1Y | +2.4% | +97.9% | -95.5% | -52.5% |
| 3Y | -25.6% | +198.0% | -223.6% | -78.8% |
| 5Y | -53.4% | +151.8% | -205.2% | -83.7% |
| All | +27.6% | +492.4% | -464.8% | -82.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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