+72.4%
SWKS vs EWT
+431.4%
-359.0%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -11.5% | +9.5% | +7.1% |
| 7D | -9.2% | -19.0% | +9.8% | +6.4% |
| 30D | -1.9% | -27.0% | +25.1% | +24.3% |
| 3M | +21.2% | -15.6% | +36.8% | +36.2% |
| 6M | +12.9% | -7.4% | +20.3% | +16.7% |
| YTD | +30.7% | +35.2% | -4.4% | -1.4% |
| 1Y | +14.1% | +36.0% | -21.9% | -14.4% |
| 3Y | -1.7% | +128.2% | -129.9% | -51.2% |
| 5Y | -43.0% | +97.4% | -140.4% | -67.6% |
| 10Y | +34.3% | +368.6% | -334.3% | -59.2% |
| All | +72.4% | +431.4% | -359.0% | -61.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling