+11.5%
SWKS vs IEFA
+66.9%
-55.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.3% |
| 7D | +9.4% | +2.2% | +7.2% | +6.3% |
| 30D | +17.0% | +1.1% | +15.9% | +15.0% |
| 3M | +28.9% | -4.3% | +33.2% | +36.0% |
| 6M | +33.1% | +1.4% | +31.8% | +30.8% |
| YTD | +44.8% | +10.1% | +34.7% | +24.8% |
| 1Y | +36.2% | +12.9% | +23.3% | +12.9% |
| 3Y | +11.5% | +65.8% | -54.3% | -47.2% |
| All | +11.5% | +66.9% | -55.4% | -47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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