+42.3%
SWKS vs MKTX
+7.4%
+35.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.6% | +1.5% |
| 7D | +6.8% | +0.3% | +6.5% | +6.7% |
| 30D | +11.3% | +1.0% | +10.3% | +11.0% |
| 3M | +4.1% | +40.8% | -36.7% | -6.4% |
| 6M | +39.7% | -10.9% | +50.6% | +42.8% |
| YTD | +23.2% | -8.6% | +31.8% | +24.9% |
| 1Y | +5.3% | -11.6% | +16.8% | +7.3% |
| 3Y | -15.1% | -24.5% | +9.4% | -13.4% |
| 5Y | -50.3% | -60.7% | +10.4% | -38.0% |
| 10Y | +42.3% | +5.1% | +37.2% | +46.8% |
| All | +42.3% | +7.4% | +35.0% | +46.8% |
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