+14.1%
SWKS vs M
+28.8%
-14.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.9% | +3.8% | -0.6% |
| 7D | -9.2% | -2.1% | -7.0% | -8.8% |
| 30D | -1.9% | +7.7% | -9.6% | -4.0% |
| 3M | +21.2% | -4.4% | +25.6% | +22.8% |
| 6M | +12.9% | +27.5% | -14.6% | +4.5% |
| YTD | +30.7% | +12.8% | +18.0% | +26.0% |
| 1Y | +14.1% | +20.7% | -6.6% | +5.6% |
| All | +14.1% | +28.8% | -14.7% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling