-43.6%
SWKS vs REPL
-35.6%
-8.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +8.0% | -6.8% | +1.1% |
| 7D | -6.2% | +22.8% | -28.9% | -6.5% |
| 30D | -1.5% | +63.8% | -65.3% | -2.4% |
| 3M | +23.0% | +68.1% | -45.2% | +21.7% |
| 6M | +27.6% | +528.5% | -500.9% | +20.3% |
| YTD | +32.3% | +122.4% | -90.1% | +26.6% |
| 1Y | +20.1% | +154.4% | -134.2% | +14.3% |
| 3Y | +0.6% | +68.0% | -67.3% | -14.9% |
| All | -43.6% | -35.6% | -8.0% | -45.8% |
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