-17.1%
SWKS vs MKTX
-24.5%
+7.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | +12.5% | +0.4% | +12.1% | +12.5% |
| 30D | +10.5% | +1.1% | +9.4% | +10.5% |
| 3M | -7.4% | +36.1% | -43.5% | -7.8% |
| 6M | +32.7% | -12.9% | +45.5% | +33.2% |
| YTD | +19.2% | -8.5% | +27.7% | +19.5% |
| 1Y | +2.4% | -7.5% | +9.9% | +2.8% |
| All | -17.1% | -24.5% | +7.4% | -16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling