+14.1%
SWKS vs PL
-11.4%
+25.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -10.1% | +8.1% | -1.2% |
| 7D | -9.2% | -20.5% | +11.4% | -7.4% |
| 30D | -1.9% | -38.8% | +36.9% | +2.0% |
| 3M | +21.2% | -49.1% | +70.4% | +27.9% |
| 6M | +12.9% | -69.4% | +82.3% | +23.3% |
| YTD | +30.7% | -42.3% | +73.1% | +42.9% |
| 1Y | +14.1% | -14.2% | +28.3% | +23.3% |
| All | +14.1% | -11.4% | +25.6% | +23.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling