+8,902.0%
SWKS vs PSA
+16,026.4%
-7,124.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.6% |
| 7D | -6.2% | +3.9% | -10.1% | -7.6% |
| 30D | -1.5% | +19.7% | -21.2% | -8.4% |
| 3M | +23.0% | +4.3% | +18.7% | +20.7% |
| 6M | +27.6% | +11.4% | +16.2% | +21.5% |
| YTD | +32.3% | +33.9% | -1.6% | +16.7% |
| 1Y | +20.1% | +28.3% | -8.2% | +7.7% |
| 3Y | +0.6% | +53.5% | -52.8% | -16.4% |
| 5Y | -42.3% | +30.6% | -72.9% | -49.6% |
| 10Y | +35.9% | +145.8% | -109.8% | -9.9% |
| All | +8,902.0% | +16,026.4% | -7,124.4% | +1,868.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling