-25.2%
SWKS vs M
+117.7%
-142.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.6% | +0.9% | +2.7% |
| 7D | +12.5% | +4.7% | +7.8% | +10.9% |
| 30D | +10.5% | -9.6% | +20.1% | +14.2% |
| 3M | -7.4% | +0.9% | -8.2% | -8.0% |
| 6M | +32.7% | +22.3% | +10.4% | +23.5% |
| YTD | +19.2% | +6.5% | +12.6% | +15.5% |
| 1Y | +2.4% | +38.8% | -36.4% | -9.4% |
| All | -25.2% | +117.7% | -142.9% | -48.5% |
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