-0.6%
SWKS vs EXEL
+227.0%
-227.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.6% | +3.5% | -1.4% |
| 7D | -9.2% | +3.8% | -13.0% | -9.6% |
| 30D | -1.9% | +17.8% | -19.7% | -3.7% |
| 3M | +21.2% | +21.2% | 0.0% | +18.4% |
| 6M | +12.9% | +54.7% | -41.8% | +7.2% |
| YTD | +30.7% | +56.8% | -26.0% | +23.5% |
| 1Y | +14.1% | +70.2% | -56.1% | +6.5% |
| All | -0.6% | +227.0% | -227.6% | -16.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling