+32.1%
SWKS vs FIVE
+563.4%
-531.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | -6.2% | -0.3% | -5.9% | -6.2% |
| 30D | -1.5% | +17.7% | -19.1% | -6.7% |
| 3M | +23.0% | +4.0% | +19.0% | +20.2% |
| 6M | +27.6% | +2.6% | +25.0% | +24.2% |
| YTD | +32.3% | +27.6% | +4.7% | +18.8% |
| 1Y | +20.1% | +59.9% | -39.8% | -0.3% |
| 3Y | +0.6% | +35.8% | -35.1% | -18.7% |
| 5Y | -42.3% | +14.4% | -56.7% | -52.6% |
| All | +32.1% | +563.4% | -531.3% | -30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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