-41.9%
SWKS vs EXC
+43.6%
-85.5%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -2.7% | -1.7% | -1.0% | -2.6% |
| 30D | +8.5% | +9.3% | -0.8% | +7.3% |
| 3M | +17.3% | +1.0% | +16.2% | +17.1% |
| 6M | +25.1% | +5.9% | +19.2% | +23.7% |
| YTD | +33.3% | +7.6% | +25.7% | +30.9% |
| 1Y | +22.9% | +2.4% | +20.5% | +21.8% |
| 3Y | +5.5% | +30.2% | -24.7% | -3.3% |
| 5Y | -41.9% | +41.4% | -83.3% | -49.1% |
| All | -41.9% | +43.6% | -85.5% | -49.1% |
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