-43.0%
SWKS vs PAAS
+75.8%
-118.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -1.7% |
| 7D | -9.2% | -0.4% | -8.8% | -9.2% |
| 30D | -1.9% | -11.6% | +9.7% | -0.1% |
| 3M | +21.2% | -15.6% | +36.8% | +24.0% |
| 6M | +12.9% | -19.1% | +32.0% | +15.5% |
| YTD | +30.7% | -20.9% | +51.7% | +32.3% |
| 1Y | +14.1% | +21.3% | -7.2% | +6.0% |
| 3Y | -1.7% | +177.4% | -179.1% | -25.0% |
| 5Y | -43.0% | +71.3% | -114.3% | -51.5% |
| All | -43.0% | +75.8% | -118.8% | -51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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