-25.2%
SWKS vs EXPD
+68.7%
-94.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.6% | +3.1% |
| 7D | +12.5% | -1.1% | +13.6% | +13.1% |
| 30D | +10.5% | +4.1% | +6.4% | +8.2% |
| 3M | -7.4% | +17.9% | -25.3% | -15.1% |
| 6M | +32.7% | +29.2% | +3.4% | +15.6% |
| YTD | +19.2% | +27.4% | -8.2% | +3.3% |
| 1Y | +2.4% | +56.8% | -54.4% | -22.8% |
| All | -25.2% | +68.7% | -94.0% | -48.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling