+25.9%
SWKS vs EXPE
+179.6%
-153.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.7% | +5.2% | +4.1% |
| 7D | +12.5% | -9.5% | +22.0% | +16.1% |
| 30D | +10.5% | -6.6% | +17.1% | +12.6% |
| 3M | -7.4% | +31.4% | -38.8% | -16.3% |
| 6M | +32.7% | +35.2% | -2.5% | +17.1% |
| YTD | +19.2% | +5.8% | +13.4% | +13.2% |
| 1Y | +2.4% | +38.7% | -36.3% | -12.8% |
| 3Y | -25.6% | +175.8% | -201.4% | -52.3% |
| 5Y | -53.4% | +111.8% | -165.3% | -69.0% |
| All | +25.9% | +179.6% | -153.7% | -38.0% |
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