+24.0%
SWKS vs EXPE
-4.6%
+28.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +1.9% | 0.0% |
| 7D | -3.1% | -11.2% | +8.0% | -2.4% |
| 30D | +8.3% | -7.5% | +15.8% | +8.6% |
| 3M | +20.2% | -19.1% | +39.3% | +22.0% |
| 6M | +24.9% | +10.7% | +14.2% | +22.4% |
| YTD | +33.2% | -9.9% | +43.1% | +36.2% |
| All | +24.0% | -4.6% | +28.6% | +22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling