-32.4%
SWKS vs JAAA
+30.2%
-62.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | 0.0% | +5.9% | +5.9% |
| 7D | +5.7% | +0.1% | +5.6% | +5.4% |
| 30D | +17.3% | +0.4% | +16.9% | +16.1% |
| 3M | +28.3% | +1.2% | +27.1% | +24.4% |
| 6M | +26.1% | +2.3% | +23.7% | +18.7% |
| YTD | +41.1% | +4.0% | +37.1% | +27.9% |
| 1Y | +31.4% | +4.8% | +26.6% | +16.8% |
| 3Y | +7.3% | +18.5% | -11.2% | -18.1% |
| 5Y | -37.7% | +27.5% | -65.2% | -57.1% |
| All | -32.4% | +30.2% | -62.6% | -54.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling