+1,081.3%
SWKS vs MKTX
+1,467.9%
-386.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.8% |
| 7D | -2.7% | +0.1% | -2.9% | -2.8% |
| 30D | +8.5% | +0.7% | +7.8% | +8.3% |
| 3M | +17.3% | +2.4% | +14.9% | +16.6% |
| 6M | +25.1% | +13.5% | +11.7% | +19.2% |
| YTD | +33.3% | -7.2% | +40.6% | +33.7% |
| 1Y | +22.9% | +1.0% | +21.9% | +20.3% |
| 3Y | +5.5% | -23.7% | +29.3% | +7.5% |
| 5Y | -41.9% | -54.4% | +12.5% | -33.2% |
| 10Y | +32.4% | +13.2% | +19.2% | +15.8% |
| All | +1,081.3% | +1,467.9% | -386.6% | +381.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling