+1,079.5%
SWKS vs MKTX
+1,469.7%
-390.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.3% | -0.2% |
| 7D | -3.1% | +0.1% | -3.3% | -3.2% |
| 30D | +8.3% | +0.8% | +7.6% | +8.1% |
| 3M | +20.2% | +2.6% | +17.7% | +19.4% |
| 6M | +24.9% | +13.6% | +11.3% | +19.0% |
| YTD | +33.2% | -7.1% | +40.3% | +33.5% |
| 1Y | +23.6% | -0.1% | +23.7% | +21.3% |
| 3Y | +1.3% | -22.3% | +23.6% | +2.6% |
| 5Y | -40.6% | -54.5% | +13.9% | -31.6% |
| 10Y | +35.3% | +14.3% | +21.0% | +18.0% |
| All | +1,079.5% | +1,469.7% | -390.2% | +380.5% |
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