-43.6%
SWKS vs EXE
+165.2%
-208.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.3% |
| 7D | +9.4% | +5.3% | +4.1% | +8.2% |
| 30D | +17.0% | -2.2% | +19.2% | +17.5% |
| 3M | +28.9% | -5.9% | +34.8% | +30.5% |
| 6M | +33.1% | -5.7% | +38.9% | +34.3% |
| YTD | +44.8% | -17.8% | +62.6% | +49.9% |
| 1Y | +36.2% | -23.1% | +59.3% | +43.1% |
| 3Y | +11.5% | +21.2% | -9.7% | +4.1% |
| 5Y | -37.1% | +78.8% | -115.9% | -44.6% |
| All | -43.6% | +165.2% | -208.8% | -56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 10y: compounded portfolio wealth divided by compounded EXE 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…
10y analysis · Full analysis span regression · 6 months rolling