+0.6%
SWKS vs IEFA
+61.4%
-60.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +2.2% |
| 7D | -6.2% | -1.6% | -4.6% | -4.5% |
| 30D | -1.5% | -1.5% | 0.0% | +0.1% |
| 3M | +23.0% | -5.2% | +28.2% | +31.4% |
| 6M | +27.6% | -1.6% | +29.2% | +30.4% |
| YTD | +32.3% | +7.7% | +24.6% | +17.3% |
| 1Y | +20.1% | +12.2% | +7.9% | 0.0% |
| 3Y | +0.6% | +62.1% | -61.4% | -51.9% |
| All | +0.6% | +61.4% | -60.8% | -51.9% |
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