-43.6%
SWKS vs M
-11.5%
-32.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +19.3% |
| YTD | +32.3% | +7.6% | +24.7% | +26.8% |
| 1Y | +20.1% | +17.4% | +2.7% | +11.5% |
| 3Y | +0.6% | +108.4% | -107.7% | -27.7% |
| All | -43.6% | -11.5% | -32.1% | -52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling