+955.6%
SWKS vs MKTX
+1,446.2%
-490.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | +12.5% | +0.4% | +12.1% | +12.4% |
| 30D | +10.5% | +1.1% | +9.4% | +10.2% |
| 3M | -7.4% | +36.1% | -43.5% | -15.8% |
| 6M | +32.7% | -12.9% | +45.5% | +35.4% |
| YTD | +19.2% | -8.5% | +27.7% | +19.9% |
| 1Y | +2.4% | -7.5% | +9.9% | +2.3% |
| 3Y | -25.6% | -28.3% | +2.7% | -23.2% |
| 5Y | -53.4% | -63.3% | +9.9% | -43.3% |
| 10Y | +23.2% | +4.5% | +18.7% | +10.0% |
| All | +955.6% | +1,446.2% | -490.6% | +331.7% |
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