-50.2%
SWKS vs S
-49.1%
-1.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | -0.1% |
| 7D | -3.1% | +1.4% | -4.5% | -3.6% |
| 30D | +8.3% | -10.8% | +19.1% | +10.6% |
| 3M | +20.2% | +5.4% | +14.8% | +16.8% |
| 6M | +24.9% | +41.2% | -16.3% | +12.4% |
| YTD | +33.2% | +56.2% | -23.0% | +15.7% |
| 1Y | +23.6% | +36.3% | -12.7% | +10.6% |
| 3Y | +1.3% | +49.4% | -48.2% | -14.2% |
| 5Y | -40.6% | -66.9% | +26.3% | -40.9% |
| All | -50.2% | -49.1% | -1.1% | -52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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