-37.7%
SWKS vs FIVE
+19.0%
-56.7%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -1.1% | +7.1% | +6.3% |
| 7D | +5.7% | -0.5% | +6.2% | +5.8% |
| 30D | +17.3% | +17.4% | -0.1% | +11.5% |
| 3M | +28.3% | +7.0% | +21.2% | +24.3% |
| 6M | +26.1% | +20.5% | +5.6% | +17.0% |
| YTD | +41.1% | +33.1% | +8.0% | +25.3% |
| 1Y | +31.4% | +67.1% | -35.7% | +8.0% |
| 3Y | +7.3% | +41.9% | -34.6% | -13.8% |
| 5Y | -37.7% | +21.1% | -58.8% | -50.4% |
| All | -37.7% | +19.0% | -56.7% | -50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling