-43.0%
SWKS vs REPL
-40.1%
-2.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.2% | +1.2% | -2.0% |
| 7D | -9.2% | +15.1% | -24.3% | -9.4% |
| 30D | -1.9% | +51.1% | -53.0% | -2.6% |
| 3M | +21.2% | +69.2% | -48.0% | +19.9% |
| 6M | +12.9% | +597.6% | -584.7% | +5.9% |
| YTD | +30.7% | +106.0% | -75.2% | +25.2% |
| 1Y | +14.1% | +133.3% | -119.2% | +8.7% |
| 3Y | -1.7% | +41.0% | -42.7% | -15.2% |
| 5Y | -43.0% | -40.1% | -2.8% | -46.4% |
| All | -43.0% | -40.1% | -2.9% | -46.4% |
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