-53.0%
SWKS vs FIVE
+31.2%
-84.2%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.1% | -1.6% | +1.9% |
| 7D | +12.5% | +4.3% | +8.2% | +11.0% |
| 30D | +10.5% | +12.5% | -2.0% | +6.3% |
| 3M | -7.4% | +31.2% | -38.6% | -15.3% |
| 6M | +32.7% | +14.4% | +18.3% | +25.1% |
| YTD | +19.2% | +33.9% | -14.7% | +6.5% |
| 1Y | +2.4% | +65.1% | -62.7% | -14.9% |
| 3Y | -25.6% | +49.0% | -74.6% | -41.1% |
| All | -53.0% | +31.2% | -84.2% | -63.9% |
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