+18.9%
SWKS vs JAAA
+4.8%
+14.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -4.9% | +0.2% | -5.1% | -5.6% |
| 30D | -1.2% | +0.4% | -1.6% | -3.2% |
| 3M | +24.2% | +1.2% | +22.9% | +17.6% |
| 6M | +21.5% | +2.3% | +19.1% | +10.0% |
| YTD | +33.5% | +3.9% | +29.6% | +28.1% |
| 1Y | +18.9% | +4.8% | +14.1% | +20.9% |
| All | +18.9% | +4.8% | +14.2% | +20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 1y: compounded portfolio wealth divided by compounded JAAA 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…
1y analysis · Full analysis span regression · 6 months rolling