+3.7%
SWKS vs REPL
+39.1%
-35.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.0% | -2.2% | +0.6% |
| 7D | -2.7% | +14.2% | -17.0% | -3.4% |
| 30D | +8.5% | +65.9% | -57.4% | +5.8% |
| 3M | +17.3% | +84.6% | -67.3% | +13.5% |
| 6M | +25.1% | +446.9% | -421.8% | +9.1% |
| YTD | +33.3% | +129.0% | -95.7% | +17.8% |
| 1Y | +22.9% | +167.9% | -145.0% | +7.2% |
| 3Y | +5.5% | +93.9% | -88.4% | -25.2% |
| 5Y | -41.9% | -33.0% | -8.9% | -53.5% |
| All | +3.7% | +39.1% | -35.4% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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