+37.0%
SWKS vs EWT
+3.1%
+33.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.9% | +5.7% | +4.1% |
| 7D | +10.9% | +13.2% | -2.4% | +4.1% |
| 30D | +17.6% | -14.3% | +31.9% | +27.5% |
| 3M | +29.2% | -8.4% | +37.6% | +33.7% |
| 6M | +37.0% | +3.7% | +33.2% | +30.2% |
| All | +37.0% | +3.1% | +33.9% | +30.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling