+35.3%
SWKS vs EXEL
+363.4%
-328.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.2% |
| 7D | -3.1% | -2.4% | -0.8% | -2.7% |
| 30D | +8.3% | +17.9% | -9.6% | +4.5% |
| 3M | +20.2% | +33.3% | -13.0% | +12.8% |
| 6M | +24.9% | +46.6% | -21.6% | +14.6% |
| YTD | +33.2% | +61.0% | -27.9% | +18.7% |
| 1Y | +23.6% | +70.4% | -46.9% | +8.6% |
| 3Y | +1.3% | +236.1% | -234.8% | -26.4% |
| 5Y | -40.6% | +284.8% | -325.4% | -58.8% |
| 10Y | +35.3% | +348.4% | -313.1% | -12.6% |
| All | +35.3% | +363.4% | -328.1% | -12.6% |
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