+11.5%
SWKS vs EXEL
+230.5%
-219.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | 0.0% |
| 7D | +9.4% | -0.8% | +10.2% | +9.5% |
| 30D | +17.0% | +13.1% | +3.8% | +15.3% |
| 3M | +28.9% | +36.3% | -7.4% | +24.3% |
| 6M | +33.1% | +34.5% | -1.4% | +28.4% |
| YTD | +44.8% | +57.4% | -12.6% | +36.7% |
| 1Y | +36.2% | +62.9% | -26.7% | +27.9% |
| 3Y | +11.5% | +229.5% | -218.0% | -5.7% |
| All | +11.5% | +230.5% | -219.0% | -5.7% |
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