+0.6%
SWKS vs EWT
+136.7%
-136.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.9% | -2.7% | -1.7% |
| 7D | -6.2% | -11.7% | +5.6% | +2.2% |
| 30D | -1.5% | -23.2% | +21.7% | +19.1% |
| 3M | +23.0% | -12.5% | +35.5% | +33.1% |
| 6M | +27.6% | -5.9% | +33.5% | +28.8% |
| YTD | +32.3% | +40.5% | -8.2% | -8.3% |
| 1Y | +20.1% | +43.7% | -23.6% | -18.7% |
| 3Y | +0.6% | +136.6% | -136.0% | -61.5% |
| All | +0.6% | +136.7% | -136.0% | -61.5% |
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