+10.8%
SWKS vs MULL
+1,230.7%
-1,219.9%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.2% | +5.1% | +0.5% |
| 7D | +9.4% | +24.5% | -15.1% | +6.2% |
| 30D | +17.0% | -35.5% | +52.5% | +21.0% |
| 3M | +28.9% | -44.8% | +73.7% | +34.5% |
| 6M | +33.1% | -45.5% | +78.6% | +29.8% |
| YTD | +44.8% | +232.5% | -187.7% | -0.2% |
| 1Y | +36.2% | +343.3% | -307.0% | -13.1% |
| All | +10.8% | +1,230.7% | -1,219.9% | -55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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