-37.0%
SWKS vs JAAA
+27.5%
-64.5%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | +10.9% | +0.1% | +10.8% | +10.5% |
| 30D | +17.6% | +0.4% | +17.2% | +16.2% |
| 3M | +29.2% | +1.2% | +28.0% | +24.8% |
| 6M | +37.0% | +2.3% | +34.7% | +28.2% |
| YTD | +44.9% | +4.0% | +41.0% | +29.7% |
| 1Y | +33.8% | +4.8% | +29.0% | +17.0% |
| 3Y | +10.2% | +18.5% | -8.3% | -19.6% |
| 5Y | -37.0% | +27.5% | -64.5% | -60.3% |
| All | -37.0% | +27.5% | -64.5% | -60.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling