+30.3%
SWKS vs M
+25.0%
+5.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.9% | +6.9% | +6.2% |
| 7D | +5.7% | -3.3% | +9.0% | +6.4% |
| 30D | +17.3% | +8.1% | +9.2% | +14.7% |
| 3M | +28.3% | +2.2% | +26.0% | +27.3% |
| 6M | +26.1% | +35.1% | -9.1% | +15.5% |
| YTD | +41.1% | +15.8% | +25.3% | +35.2% |
| All | +30.3% | +25.0% | +5.2% | +20.9% |
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