+23.6%
SWKS vs REPL
+175.2%
-151.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.6% | -4.7% | 0.0% |
| 7D | -3.1% | +12.7% | -15.9% | -2.9% |
| 30D | +8.3% | +73.5% | -65.1% | +9.7% |
| 3M | +20.2% | +70.3% | -50.1% | +21.8% |
| 6M | +24.9% | +472.0% | -447.1% | +32.3% |
| YTD | +33.2% | +139.5% | -106.4% | +41.3% |
| 1Y | +23.6% | +167.3% | -143.7% | +23.0% |
| All | +23.6% | +175.2% | -151.6% | +23.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling