-49.1%
SWKS vs EXE
+154.0%
-203.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -1.6% |
| 7D | -9.2% | -5.6% | -3.6% | -8.0% |
| 30D | -1.9% | -3.3% | +1.4% | -1.3% |
| 3M | +21.2% | -5.5% | +26.7% | +22.5% |
| 6M | +12.9% | -13.4% | +26.3% | +16.1% |
| YTD | +30.7% | -21.3% | +52.0% | +36.6% |
| 1Y | +14.1% | -20.7% | +34.8% | +18.9% |
| 3Y | -1.7% | +3.9% | -5.6% | -5.1% |
| 5Y | -43.0% | +63.7% | -106.7% | -49.0% |
| All | -49.1% | +154.0% | -203.1% | -60.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling