+135.8%
SWKS vs EXEL
+334.5%
-198.7%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.6% | +3.5% | -0.8% |
| 7D | -9.2% | +3.8% | -13.0% | -10.0% |
| 30D | -1.9% | +17.8% | -19.7% | -5.6% |
| 3M | +21.2% | +21.2% | 0.0% | +15.7% |
| 6M | +12.9% | +54.7% | -41.8% | +1.3% |
| YTD | +30.7% | +56.8% | -26.0% | +16.4% |
| 1Y | +14.1% | +70.2% | -56.1% | -0.4% |
| 3Y | -1.7% | +227.2% | -228.9% | -28.5% |
| 5Y | -43.0% | +254.9% | -297.9% | -59.9% |
| 10Y | +34.3% | +476.9% | -442.6% | -24.5% |
| All | +135.8% | +334.5% | -198.7% | -26.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling