-25.2%
SWKS vs RF
+86.8%
-112.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.6% |
| 7D | +12.5% | +1.3% | +11.2% | +11.7% |
| 30D | +10.5% | -3.6% | +14.1% | +12.7% |
| 3M | -7.4% | +8.1% | -15.5% | -11.8% |
| 6M | +32.7% | +11.5% | +21.2% | +23.6% |
| YTD | +19.2% | +15.6% | +3.6% | +8.3% |
| 1Y | +2.4% | +15.7% | -13.3% | -7.3% |
| All | -25.2% | +86.8% | -112.0% | -48.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling