-0.6%
SWKS vs RF
+105.6%
-106.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | +0.1% | -0.8% |
| 7D | -9.2% | -1.6% | -7.6% | -8.4% |
| 30D | -1.9% | +5.0% | -6.9% | -4.8% |
| 3M | +21.2% | -10.0% | +31.2% | +28.6% |
| 6M | +12.9% | +3.3% | +9.6% | +9.4% |
| YTD | +30.7% | +7.9% | +22.8% | +22.5% |
| 1Y | +14.1% | +21.2% | -7.1% | -1.0% |
| All | -0.6% | +105.6% | -106.1% | -37.7% |
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