+255.7%
SWKS vs FIVE
+826.1%
-570.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.3% | +2.2% | -0.8% |
| 7D | -9.2% | -1.7% | -7.5% | -8.9% |
| 30D | -1.9% | +14.9% | -16.8% | -6.1% |
| 3M | +21.2% | +7.6% | +13.6% | +17.5% |
| 6M | +12.9% | +6.4% | +6.5% | +8.8% |
| YTD | +30.7% | +28.1% | +2.7% | +18.4% |
| 1Y | +14.1% | +54.7% | -40.6% | -2.5% |
| 3Y | -1.7% | +36.1% | -37.8% | -19.1% |
| 5Y | -43.0% | +14.9% | -57.9% | -52.3% |
| 10Y | +34.3% | +578.8% | -544.5% | -32.2% |
| All | +255.7% | +826.1% | -570.4% | +69.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling