+0.6%
SWKS vs M
+100.8%
-100.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.6% | +5.8% | +2.6% |
| 7D | -6.2% | -4.3% | -1.9% | -5.2% |
| 30D | -1.5% | +1.3% | -2.8% | -2.3% |
| 3M | +23.0% | -7.4% | +30.3% | +25.0% |
| 6M | +27.6% | +18.3% | +9.3% | +19.4% |
| YTD | +32.3% | +7.6% | +24.7% | +26.9% |
| 1Y | +20.1% | +17.4% | +2.7% | +11.6% |
| 3Y | +0.6% | +108.4% | -107.7% | -26.1% |
| All | +0.6% | +100.8% | -100.2% | -26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling