-52.9%
SWKS vs PL
+16.0%
-68.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -10.1% | +8.1% | -0.7% |
| 7D | -9.2% | -20.5% | +11.4% | -6.5% |
| 30D | -1.9% | -38.8% | +36.9% | +4.3% |
| 3M | +21.2% | -49.1% | +70.4% | +31.7% |
| 6M | +12.9% | -69.4% | +82.3% | +29.5% |
| YTD | +30.7% | -42.3% | +73.1% | +35.0% |
| 1Y | +14.1% | -14.2% | +28.3% | +10.1% |
| 3Y | -1.7% | +398.7% | -400.4% | -35.4% |
| 5Y | -43.0% | +11.1% | -54.1% | -59.2% |
| All | -52.9% | +16.0% | -68.9% | -66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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