-48.5%
SWKS vs EXE
+151.8%
-200.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.4% |
| 7D | -6.2% | -6.6% | +0.4% | -4.8% |
| 30D | -1.5% | -4.0% | +2.5% | -0.7% |
| 3M | +23.0% | -7.5% | +30.4% | +24.8% |
| 6M | +27.6% | -11.7% | +39.3% | +30.5% |
| YTD | +32.3% | -22.0% | +54.3% | +38.5% |
| 1Y | +20.1% | -21.8% | +41.9% | +25.5% |
| 3Y | +0.6% | +8.0% | -7.4% | -3.7% |
| 5Y | -42.3% | +62.3% | -104.6% | -48.3% |
| All | -48.5% | +151.8% | -200.2% | -59.5% |
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