+32.1%
SWKS vs EXPD
+304.0%
-271.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +2.6% |
| 7D | -6.2% | -7.2% | +1.0% | -1.8% |
| 30D | -1.5% | -3.3% | +1.8% | +0.4% |
| 3M | +23.0% | +3.4% | +19.6% | +20.0% |
| 6M | +27.6% | +22.7% | +4.9% | +11.3% |
| YTD | +32.3% | +24.5% | +7.8% | +12.4% |
| 1Y | +20.1% | +38.6% | -18.5% | -5.3% |
| 3Y | +0.6% | +71.5% | -70.9% | -33.0% |
| 5Y | -42.3% | +56.2% | -98.6% | -60.1% |
| All | +32.1% | +304.0% | -271.9% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 10y: compounded portfolio wealth divided by compounded EXPD 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…
10y analysis · Full analysis span regression · 6 months rolling