+31.0%
SWKS vs PSA
+100.1%
-69.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +2.0% | +1.9% |
| 7D | +11.8% | -0.4% | +12.2% | +12.0% |
| 30D | +6.7% | -8.2% | +14.9% | +10.5% |
| 3M | 0.0% | -2.1% | +2.2% | +0.3% |
| 6M | +38.7% | -0.2% | +38.9% | +37.5% |
| YTD | +21.4% | +18.5% | +2.9% | +11.4% |
| 1Y | +2.9% | +6.6% | -3.7% | -1.3% |
| 3Y | -16.4% | +24.5% | -40.9% | -25.6% |
| 5Y | -51.2% | +13.6% | -64.7% | -55.5% |
| 10Y | +31.0% | +102.0% | -70.9% | -5.9% |
| All | +31.0% | +100.1% | -69.0% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded PSA 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling