-51.2%
SWKS vs MKTX
-61.3%
+10.1%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.9% | +1.8% |
| 7D | +11.8% | +0.4% | +11.4% | +11.7% |
| 30D | +6.7% | +1.0% | +5.8% | +6.6% |
| 3M | 0.0% | +41.3% | -41.3% | -6.9% |
| 6M | +38.7% | -11.3% | +50.1% | +42.1% |
| YTD | +21.4% | -8.6% | +29.9% | +23.4% |
| 1Y | +2.9% | -11.1% | +14.0% | +5.1% |
| 3Y | -16.4% | -24.5% | +8.1% | -14.9% |
| 5Y | -51.2% | -61.4% | +10.3% | -45.2% |
| All | -51.2% | -61.3% | +10.1% | -45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling