+115.0%
SWKS vs EXEL
+273.2%
-158.2%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.6% |
| 7D | +12.5% | +8.4% | +4.1% | +10.5% |
| 30D | +10.5% | +4.1% | +6.4% | +9.3% |
| 3M | -7.4% | +12.4% | -19.8% | -10.1% |
| 6M | +32.7% | +41.5% | -8.9% | +21.5% |
| YTD | +19.2% | +34.6% | -15.5% | +10.0% |
| 1Y | +2.4% | +57.9% | -55.5% | -9.4% |
| 3Y | -25.6% | +159.5% | -185.1% | -43.0% |
| 5Y | -53.4% | +198.5% | -251.9% | -66.0% |
| 10Y | +23.2% | +411.4% | -388.2% | -29.5% |
| All | +115.0% | +273.2% | -158.2% | -30.9% |
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