-42.9%
SWKS vs JAAA
+29.3%
-72.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.3% |
| 7D | +12.5% | +0.2% | +12.3% | +12.0% |
| 30D | +10.5% | +0.5% | +10.0% | +9.0% |
| 3M | -7.4% | +1.3% | -8.7% | -10.3% |
| 6M | +32.7% | +2.7% | +30.0% | +24.2% |
| YTD | +19.2% | +3.2% | +16.0% | +10.1% |
| 1Y | +2.4% | +4.9% | -2.5% | -9.2% |
| 3Y | -25.6% | +19.0% | -44.6% | -42.7% |
| 5Y | -53.4% | +26.8% | -80.2% | -67.3% |
| All | -42.9% | +29.3% | -72.2% | -61.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling