+36.2%
SWKS vs MKTX
-0.3%
+36.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +16.9% |
| 3M | +28.9% | +2.6% | +26.3% | +28.8% |
| 6M | +33.1% | +20.4% | +12.7% | +33.7% |
| YTD | +44.8% | -7.1% | +51.8% | +52.6% |
| 1Y | +36.2% | -2.8% | +39.0% | +42.9% |
| All | +36.2% | -0.3% | +36.5% | +42.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling