-43.6%
SWKS vs MKTX
-54.9%
+11.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -6.2% | +0.2% | -6.3% | -6.2% |
| 30D | -1.5% | +0.9% | -2.4% | -1.6% |
| 3M | +23.0% | +2.3% | +20.6% | +22.5% |
| 6M | +27.6% | +12.4% | +15.2% | +24.5% |
| YTD | +32.3% | -7.3% | +39.6% | +34.3% |
| 1Y | +20.1% | +1.8% | +18.3% | +19.3% |
| 3Y | +0.6% | -21.2% | +21.8% | +1.4% |
| All | -43.6% | -54.9% | +11.3% | -36.2% |
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