+37.8%
SWKS vs PSX
+339.3%
-301.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.2% |
| 7D | -3.1% | -7.8% | +4.7% | -0.3% |
| 30D | +8.3% | -9.9% | +18.2% | +12.1% |
| 3M | +20.2% | +16.9% | +3.3% | +12.9% |
| 6M | +24.9% | +48.0% | -23.0% | +6.7% |
| YTD | +33.2% | +98.3% | -65.2% | +1.5% |
| 1Y | +23.6% | +86.2% | -62.6% | -3.7% |
| 3Y | +1.3% | +144.0% | -142.7% | -29.4% |
| 5Y | -40.6% | +287.7% | -328.3% | -65.8% |
| All | +37.8% | +339.3% | -301.5% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 10y: compounded portfolio wealth divided by compounded PSX 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…
10y analysis · Full analysis span regression · 6 months rolling