+1.3%
SWKS vs EWT
+151.6%
-150.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.6% |
| 7D | -3.1% | -3.7% | +0.5% | -1.3% |
| 30D | +8.3% | -17.2% | +25.5% | +23.5% |
| 3M | +20.2% | -7.3% | +27.6% | +24.5% |
| 6M | +24.9% | -1.5% | +26.4% | +21.9% |
| YTD | +33.2% | +49.0% | -15.9% | -11.6% |
| 1Y | +23.6% | +50.6% | -27.0% | -18.9% |
| 3Y | +1.3% | +148.9% | -147.6% | -61.2% |
| All | +1.3% | +151.6% | -150.4% | -61.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling