+25.9%
SWKS vs P
+732.0%
-706.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.4% | +2.1% | +3.1% |
| 7D | +12.5% | +6.5% | +6.0% | +10.0% |
| 30D | +10.5% | +18.8% | -8.3% | +2.8% |
| 3M | -7.4% | +26.7% | -34.1% | -16.1% |
| 6M | +32.7% | +62.2% | -29.5% | +8.7% |
| YTD | +19.2% | +48.5% | -29.3% | -1.1% |
| 1Y | +2.4% | +26.4% | -24.0% | -12.8% |
| 3Y | -25.6% | +159.4% | -185.0% | -57.0% |
| 5Y | -53.4% | +275.8% | -329.2% | -77.7% |
| All | +25.9% | +732.0% | -706.1% | -56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling