+38.3%
SWKS vs PR
+160.5%
-122.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.5% | +3.6% | -2.2% |
| 7D | -4.9% | -12.1% | +7.2% | -3.7% |
| 30D | -1.2% | +0.9% | -2.1% | -1.3% |
| 3M | +24.2% | +10.1% | +14.0% | +22.8% |
| 6M | +21.5% | +1.1% | +20.4% | +21.0% |
| YTD | +33.5% | +63.7% | -30.2% | +26.4% |
| 1Y | +18.9% | +87.0% | -68.1% | +11.0% |
| 3Y | +0.4% | +70.7% | -70.4% | -5.8% |
| 5Y | -44.3% | +246.8% | -291.1% | -51.3% |
| 10Y | +37.1% | +72.6% | -35.5% | +26.0% |
| All | +38.3% | +160.5% | -122.2% | +43.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling