-53.0%
SWKS vs EXPD
+61.6%
-114.6%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.6% | +3.0% |
| 7D | +12.5% | -1.1% | +13.6% | +13.2% |
| 30D | +10.5% | +4.1% | +6.4% | +7.9% |
| 3M | -7.4% | +17.9% | -25.3% | -15.9% |
| 6M | +32.7% | +29.2% | +3.4% | +14.0% |
| YTD | +19.2% | +27.4% | -8.2% | +2.0% |
| 1Y | +2.4% | +56.8% | -54.4% | -24.0% |
| 3Y | -25.6% | +68.0% | -93.7% | -48.0% |
| All | -53.0% | +61.6% | -114.6% | -68.9% |
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