-48.1%
SWKS vs EXE
+155.8%
-203.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.4% |
| 7D | -2.7% | -3.9% | +1.2% | -1.9% |
| 30D | +8.5% | -2.6% | +11.0% | +9.0% |
| 3M | +17.3% | -6.9% | +24.1% | +18.9% |
| 6M | +25.1% | -9.3% | +34.4% | +27.2% |
| YTD | +33.3% | -20.7% | +54.1% | +39.1% |
| 1Y | +22.9% | -21.8% | +44.7% | +28.5% |
| 3Y | +5.5% | +16.2% | -10.7% | -0.6% |
| 5Y | -41.9% | +61.1% | -103.0% | -47.9% |
| All | -48.1% | +155.8% | -203.9% | -59.3% |
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