-41.0%
SWKS vs JAAA
+29.3%
-70.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +6.8% | +0.1% | +6.7% | +6.5% |
| 30D | +11.3% | +0.5% | +10.8% | +10.0% |
| 3M | +4.1% | +1.2% | +2.8% | +0.8% |
| 6M | +39.7% | +2.7% | +36.9% | +30.6% |
| YTD | +23.2% | +3.2% | +20.0% | +13.8% |
| 1Y | +5.3% | +4.8% | +0.5% | -6.4% |
| 3Y | -15.1% | +19.0% | -34.1% | -34.6% |
| 5Y | -50.3% | +26.8% | -77.1% | -65.1% |
| All | -41.0% | +29.3% | -70.3% | -59.7% |
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