+12.8%
SWKS vs REPL
+37.4%
-24.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.8% | +2.7% |
| 7D | +10.9% | +9.8% | +1.1% | +10.3% |
| 30D | +17.6% | +81.5% | -63.9% | +14.2% |
| 3M | +29.2% | +44.2% | -15.0% | +26.5% |
| 6M | +37.0% | +437.4% | -400.5% | +19.6% |
| YTD | +44.9% | +126.1% | -81.2% | +28.1% |
| 1Y | +33.8% | +143.1% | -109.3% | +17.6% |
| 3Y | +10.2% | +97.8% | -87.6% | -22.3% |
| 5Y | -37.0% | -34.3% | -2.7% | -49.5% |
| All | +12.8% | +37.4% | -24.6% | -32.9% |
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