+32.1%
SWKS vs EXEL
+461.0%
-428.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | 0.0% | +0.9% |
| 7D | -6.2% | +0.3% | -6.4% | -6.2% |
| 30D | -1.5% | +19.0% | -20.5% | -5.1% |
| 3M | +23.0% | +33.3% | -10.3% | +15.6% |
| 6M | +27.6% | +42.9% | -15.3% | +17.9% |
| YTD | +32.3% | +58.7% | -26.4% | +18.7% |
| 1Y | +20.1% | +70.5% | -50.4% | +5.9% |
| 3Y | +0.6% | +233.8% | -233.2% | -26.1% |
| 5Y | -42.3% | +259.3% | -301.7% | -59.0% |
| All | +32.1% | +461.0% | -428.9% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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