+50.8%
SWKS vs MKTX
+12.8%
+38.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +9.4% | +0.2% | +9.2% | +9.4% |
| 30D | +17.0% | +0.9% | +16.1% | +16.7% |
| 3M | +28.9% | +2.6% | +26.3% | +28.1% |
| 6M | +33.1% | +20.4% | +12.7% | +25.2% |
| YTD | +44.8% | -7.1% | +51.8% | +46.1% |
| 1Y | +36.2% | -2.8% | +39.0% | +35.5% |
| 3Y | +11.5% | -21.7% | +33.2% | +13.1% |
| 5Y | -37.1% | -54.5% | +17.4% | -25.3% |
| All | +50.8% | +12.8% | +38.0% | +49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 10y: compounded portfolio wealth divided by compounded MKTX 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…
10y analysis · Full analysis span regression · 6 months rolling