+51.0%
SWKS vs EXPE
+126.2%
-75.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.2% | +2.6% |
| 7D | +10.9% | -4.2% | +15.1% | +12.3% |
| 30D | +17.6% | -4.5% | +22.1% | +18.0% |
| 3M | +29.2% | -19.7% | +48.9% | +36.2% |
| 6M | +37.0% | +18.3% | +18.7% | +25.8% |
| YTD | +44.9% | -7.3% | +52.3% | +41.5% |
| 1Y | +33.8% | -3.9% | +37.7% | +28.7% |
| 3Y | +10.2% | +123.0% | -112.8% | -24.9% |
| 5Y | -37.0% | +47.9% | -84.9% | -53.0% |
| All | +51.0% | +126.2% | -75.2% | -25.4% |
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