+138.7%
SWKS vs EXEL
+340.0%
-201.3%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | 0.0% | +0.9% |
| 7D | -6.2% | +0.3% | -6.4% | -6.2% |
| 30D | -1.5% | +19.0% | -20.5% | -5.4% |
| 3M | +23.0% | +33.3% | -10.3% | +14.9% |
| 6M | +27.6% | +42.9% | -15.3% | +17.0% |
| YTD | +32.3% | +58.7% | -26.4% | +17.5% |
| 1Y | +20.1% | +70.5% | -50.4% | +4.8% |
| 3Y | +0.6% | +233.8% | -233.2% | -27.1% |
| 5Y | -42.3% | +259.3% | -301.7% | -59.5% |
| 10Y | +35.9% | +484.1% | -448.2% | -23.8% |
| All | +138.7% | +340.0% | -201.3% | -26.3% |
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