-53.0%
SWKS vs EXC
+47.1%
-100.1%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.1% | +4.6% | +3.7% |
| 7D | +12.5% | +0.3% | +12.2% | +12.5% |
| 30D | +10.5% | -3.7% | +14.2% | +11.0% |
| 3M | -7.4% | -1.3% | -6.1% | -7.5% |
| 6M | +32.7% | -9.7% | +42.4% | +34.4% |
| YTD | +19.2% | +2.9% | +16.3% | +17.7% |
| 1Y | +2.4% | +4.4% | -2.0% | +0.6% |
| 3Y | -25.6% | +22.2% | -47.8% | -30.9% |
| All | -53.0% | +47.1% | -100.1% | -59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 5y: compounded portfolio wealth divided by compounded EXC 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…
5y analysis · Full analysis span regression · 6 months rolling