+14.1%
SWKS vs EXPD
+42.2%
-28.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.5% | +2.4% | -0.5% |
| 7D | -9.2% | -4.8% | -4.4% | -7.6% |
| 30D | -1.9% | -1.5% | -0.4% | -1.4% |
| 3M | +21.2% | +4.1% | +17.1% | +19.5% |
| 6M | +12.9% | +24.0% | -11.1% | +4.8% |
| YTD | +30.7% | +27.4% | +3.3% | +18.7% |
| 1Y | +14.1% | +38.4% | -24.2% | +1.2% |
| All | +14.1% | +42.2% | -28.1% | +1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling