-53.0%
SWKS vs PSX
+342.7%
-395.7%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.4% | +3.5% |
| 7D | +12.5% | +4.5% | +8.0% | +10.7% |
| 30D | +10.5% | +26.6% | -16.1% | +0.9% |
| 3M | -7.4% | +39.3% | -46.7% | -18.8% |
| 6M | +32.7% | +56.8% | -24.2% | +10.8% |
| YTD | +19.2% | +101.8% | -82.7% | -10.1% |
| 1Y | +2.4% | +99.6% | -97.2% | -22.7% |
| 3Y | -25.6% | +140.3% | -166.0% | -48.4% |
| All | -53.0% | +342.7% | -395.7% | -72.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling