+32.1%
SWKS vs P
+713.7%
-681.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.5% | -2.3% | +0.1% |
| 7D | -6.2% | -23.8% | +17.7% | +1.8% |
| 30D | -1.5% | -36.6% | +35.1% | +12.6% |
| 3M | +23.0% | +10.9% | +12.1% | +14.2% |
| 6M | +27.6% | +30.0% | -2.4% | +10.2% |
| YTD | +32.3% | +44.4% | -12.1% | +8.0% |
| 1Y | +20.1% | +3.9% | +16.2% | +7.2% |
| 3Y | +0.6% | +176.6% | -175.9% | -44.8% |
| 5Y | -42.3% | +249.3% | -291.6% | -72.3% |
| All | +32.1% | +713.7% | -681.6% | -53.0% |
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