+0.6%
SWKS vs JAAA
+18.6%
-18.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +0.9% |
| 7D | -6.2% | +0.2% | -6.3% | -7.2% |
| 30D | -1.5% | +0.4% | -1.9% | -4.3% |
| 3M | +23.0% | +1.2% | +21.8% | +13.5% |
| 6M | +27.6% | +2.3% | +25.3% | +9.3% |
| YTD | +32.3% | +3.9% | +28.4% | +2.8% |
| 1Y | +20.1% | +4.8% | +15.3% | -12.3% |
| 3Y | +0.6% | +18.5% | -17.9% | -34.9% |
| All | +0.6% | +18.6% | -18.0% | -34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling