+46.0%
SWKS vs EXPE
+121.2%
-75.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +2.4% | +3.6% | +5.2% |
| 7D | +5.7% | -17.8% | +23.4% | +12.0% |
| 30D | +17.3% | -3.2% | +20.6% | +17.2% |
| 3M | +28.3% | -19.0% | +47.2% | +34.8% |
| 6M | +26.1% | +17.7% | +8.3% | +16.0% |
| YTD | +41.1% | -7.8% | +48.9% | +37.9% |
| 1Y | +31.4% | -1.4% | +32.8% | +25.2% |
| 3Y | +7.3% | +121.9% | -114.6% | -26.8% |
| 5Y | -37.7% | +44.3% | -82.0% | -53.2% |
| 10Y | +46.0% | +125.4% | -79.4% | -27.0% |
| All | +46.0% | +121.2% | -75.2% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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