+20.1%
SWKS vs EWT
+41.6%
-21.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.9% | -2.7% | -0.7% |
| 7D | -6.2% | -11.7% | +5.6% | -0.4% |
| 30D | -1.5% | -23.2% | +21.7% | +12.7% |
| 3M | +23.0% | -12.5% | +35.5% | +29.7% |
| 6M | +27.6% | -5.9% | +33.5% | +29.7% |
| YTD | +32.3% | +40.5% | -8.2% | +8.1% |
| 1Y | +20.1% | +43.7% | -23.6% | -3.6% |
| All | +20.1% | +41.6% | -21.5% | -3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling