+51.0%
SWKS vs FIVE
+505.3%
-454.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.4% | +4.2% | +3.2% |
| 7D | +10.9% | +2.4% | +8.4% | +9.9% |
| 30D | +17.6% | +15.8% | +1.7% | +11.9% |
| 3M | +29.2% | +3.8% | +25.4% | +26.2% |
| 6M | +37.0% | +18.5% | +18.4% | +27.3% |
| YTD | +44.9% | +31.2% | +13.7% | +28.8% |
| 1Y | +33.8% | +61.8% | -28.0% | +10.6% |
| 3Y | +10.2% | +39.9% | -29.7% | -12.0% |
| 5Y | -37.0% | +18.3% | -55.3% | -48.8% |
| All | +51.0% | +505.3% | -454.4% | -22.8% |
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