+0.6%
SWKS vs PWR
+221.0%
-220.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.3% | -5.0% | -0.8% |
| 7D | -6.2% | -12.9% | +6.7% | -2.4% |
| 30D | -1.5% | -22.8% | +21.4% | +6.3% |
| 3M | +23.0% | -19.0% | +42.0% | +29.9% |
| 6M | +27.6% | -31.1% | +58.7% | +42.4% |
| YTD | +32.3% | +28.2% | +4.1% | +16.8% |
| 1Y | +20.1% | +22.2% | -2.1% | +7.8% |
| 3Y | +0.6% | +222.1% | -221.5% | -44.1% |
| All | +0.6% | +221.0% | -220.3% | -44.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling