-37.7%
SWKS vs EXEL
+286.3%
-324.0%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.2% | +5.8% | +5.9% |
| 7D | +5.7% | -2.8% | +8.5% | +6.3% |
| 30D | +17.3% | +18.2% | -0.9% | +13.4% |
| 3M | +28.3% | +37.7% | -9.5% | +20.1% |
| 6M | +26.1% | +42.2% | -16.2% | +16.9% |
| YTD | +41.1% | +61.3% | -20.2% | +26.6% |
| 1Y | +31.4% | +64.5% | -33.1% | +17.2% |
| 3Y | +7.3% | +236.7% | -229.4% | -25.3% |
| 5Y | -37.7% | +296.3% | -334.0% | -60.7% |
| All | -37.7% | +286.3% | -324.0% | -60.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling