+5.5%
SWKS vs EXE
+14.7%
-9.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.5% |
| 7D | -2.7% | -3.9% | +1.2% | -2.0% |
| 30D | +8.5% | -2.6% | +11.0% | +9.0% |
| 3M | +17.3% | -6.9% | +24.1% | +18.8% |
| 6M | +25.1% | -9.3% | +34.4% | +27.2% |
| YTD | +33.3% | -20.7% | +54.1% | +39.3% |
| 1Y | +22.9% | -21.8% | +44.7% | +28.6% |
| 3Y | +5.5% | +16.2% | -10.7% | -2.0% |
| All | +5.5% | +14.7% | -9.1% | -2.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling