-0.6%
SWKS vs FIVE
+35.4%
-35.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.3% | +2.2% | -1.1% |
| 7D | -9.2% | -1.7% | -7.5% | -8.9% |
| 30D | -1.9% | +14.9% | -16.8% | -5.2% |
| 3M | +21.2% | +7.6% | +13.6% | +18.1% |
| 6M | +12.9% | +6.4% | +6.5% | +9.5% |
| YTD | +30.7% | +28.1% | +2.7% | +20.1% |
| 1Y | +14.1% | +54.7% | -40.6% | -0.6% |
| All | -0.6% | +35.4% | -35.9% | -24.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling