-53.0%
SWKS vs REPL
-54.3%
+1.3%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.2% | +3.6% |
| 7D | +12.5% | -3.0% | +15.5% | +12.6% |
| 30D | +10.5% | +27.1% | -16.6% | +9.9% |
| 3M | -7.4% | +52.4% | -59.8% | -8.9% |
| 6M | +32.7% | +107.4% | -74.8% | +26.3% |
| YTD | +19.2% | +54.7% | -35.6% | +14.6% |
| 1Y | +2.4% | +158.9% | -156.5% | -5.5% |
| 3Y | -25.6% | -23.7% | -1.9% | -31.8% |
| All | -53.0% | -54.3% | +1.3% | -55.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling