-43.0%
SWKS vs EXPD
+52.5%
-95.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.5% | +2.4% | +0.4% |
| 7D | -9.2% | -4.8% | -4.4% | -6.7% |
| 30D | -1.9% | -1.5% | -0.4% | -1.2% |
| 3M | +21.2% | +4.1% | +17.1% | +18.2% |
| 6M | +12.9% | +24.0% | -11.1% | -0.5% |
| YTD | +30.7% | +27.4% | +3.3% | +11.6% |
| 1Y | +14.1% | +38.4% | -24.2% | -7.7% |
| 3Y | -1.7% | +73.2% | -74.9% | -33.0% |
| 5Y | -43.0% | +59.9% | -102.9% | -63.7% |
| All | -43.0% | +52.5% | -95.5% | -63.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling