+32.1%
SWKS vs PWR
+1,832.8%
-1,800.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.3% | -5.0% | -1.6% |
| 7D | -6.2% | -12.9% | +6.7% | -1.0% |
| 30D | -1.5% | -22.8% | +21.4% | +9.3% |
| 3M | +23.0% | -19.0% | +42.0% | +32.4% |
| 6M | +27.6% | -31.1% | +58.7% | +47.0% |
| YTD | +32.3% | +28.2% | +4.1% | +10.8% |
| 1Y | +20.1% | +22.2% | -2.1% | +2.7% |
| 3Y | +0.6% | +222.1% | -221.5% | -51.2% |
| 5Y | -42.3% | +364.1% | -406.4% | -77.9% |
| All | +32.1% | +1,832.8% | -1,800.7% | -77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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