+13,283.9%
SWKS vs M
+458.3%
+12,825.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +7.6% | -10.5% | -5.1% |
| 7D | -4.9% | +8.3% | -13.2% | -7.3% |
| 30D | -1.2% | +14.2% | -15.4% | -5.1% |
| 3M | +24.2% | -1.1% | +25.3% | +23.7% |
| 6M | +21.5% | +36.6% | -15.1% | +9.7% |
| YTD | +33.5% | +19.8% | +13.7% | +24.6% |
| 1Y | +18.9% | +37.2% | -18.3% | +6.4% |
| 3Y | +0.4% | +124.5% | -124.1% | -25.9% |
| 5Y | -44.3% | +1.5% | -45.8% | -51.4% |
| 10Y | +37.1% | +7.8% | +29.3% | -8.0% |
| All | +13,283.9% | +458.3% | +12,825.6% | +4,237.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling