-53.0%
SWKS vs PL
+82.7%
-135.7%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.8% | +3.7% |
| 7D | +12.5% | -9.3% | +21.8% | +13.9% |
| 30D | +10.5% | -18.9% | +29.4% | +13.5% |
| 3M | -7.4% | -58.4% | +51.0% | +2.8% |
| 6M | +32.7% | -30.3% | +63.0% | +36.0% |
| YTD | +19.2% | -8.1% | +27.3% | +16.4% |
| 1Y | +2.4% | +180.5% | -178.1% | -17.7% |
| 3Y | -25.6% | +444.1% | -469.8% | -50.9% |
| All | -53.0% | +82.7% | -135.7% | -68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling