-53.0%
SWKS vs RF
+89.8%
-142.8%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +12.6% |
| 3M | -7.4% | +8.1% | -15.5% | -11.6% |
| 6M | +32.7% | +11.5% | +21.2% | +24.0% |
| YTD | +19.2% | +15.6% | +3.6% | +9.0% |
| 1Y | +2.4% | +15.7% | -13.3% | -6.8% |
| 3Y | -25.6% | +86.9% | -112.5% | -48.5% |
| All | -53.0% | +89.8% | -142.8% | -67.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling