+2.4%
SWKS vs PR
+76.5%
-74.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.1% | +3.7% |
| 7D | +12.5% | +2.9% | +9.6% | +12.2% |
| 30D | +10.5% | +18.0% | -7.5% | +8.7% |
| 3M | -7.4% | +16.9% | -24.3% | -9.0% |
| 6M | +32.7% | +28.2% | +4.5% | +28.4% |
| YTD | +19.2% | +69.3% | -50.2% | +9.4% |
| 1Y | +2.4% | +69.5% | -67.1% | -6.0% |
| All | +2.4% | +76.5% | -74.1% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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