-0.6%
SWKS vs EXPE
+142.8%
-143.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -13.7% | +11.7% | +1.2% |
| 7D | -9.2% | -3.6% | -5.6% | -9.0% |
| 30D | -1.9% | +4.8% | -6.7% | -4.0% |
| 3M | +21.2% | -14.6% | +35.9% | +24.6% |
| 6M | +12.9% | +10.0% | +2.9% | +7.3% |
| YTD | +30.7% | -3.3% | +34.0% | +27.8% |
| 1Y | +14.1% | +28.4% | -14.3% | -0.5% |
| All | -0.6% | +142.8% | -143.3% | -35.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling