+32.1%
SWKS vs RF
+279.4%
-247.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.4% |
| 7D | -6.2% | -0.9% | -5.2% | -5.8% |
| 30D | -1.5% | +6.0% | -7.5% | -4.3% |
| 3M | +23.0% | -8.9% | +31.9% | +28.2% |
| 6M | +27.6% | +2.3% | +25.3% | +25.3% |
| YTD | +32.3% | +7.6% | +24.8% | +26.5% |
| 1Y | +20.1% | +21.2% | -1.0% | +8.4% |
| 3Y | +0.6% | +108.5% | -107.9% | -29.8% |
| 5Y | -42.3% | +43.2% | -85.5% | -53.6% |
| All | +32.1% | +279.4% | -247.3% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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