+75.6%
SWKS vs EWT
+485.8%
-410.2%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.7% |
| 7D | -3.1% | -3.7% | +0.5% | -1.4% |
| 30D | +8.3% | -17.2% | +25.5% | +23.8% |
| 3M | +20.2% | -7.3% | +27.6% | +25.0% |
| 6M | +24.9% | -1.5% | +26.4% | +22.8% |
| YTD | +33.2% | +49.0% | -15.9% | -7.4% |
| 1Y | +23.6% | +50.6% | -27.0% | -14.9% |
| 3Y | +1.3% | +148.9% | -147.6% | -53.3% |
| 5Y | -40.6% | +116.1% | -156.7% | -68.7% |
| 10Y | +35.3% | +427.8% | -392.6% | -62.6% |
| All | +75.6% | +485.8% | -410.2% | -63.8% |
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