-50.5%
SWKS vs S
-52.7%
+2.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +0.8% |
| 7D | -6.2% | -13.4% | +7.3% | -3.2% |
| 30D | -1.5% | -14.0% | +12.5% | +1.4% |
| 3M | +23.0% | +4.9% | +18.1% | +19.5% |
| 6M | +27.6% | +42.0% | -14.4% | +14.6% |
| YTD | +32.3% | +45.1% | -12.8% | +16.9% |
| 1Y | +20.1% | +33.1% | -12.9% | +8.0% |
| 3Y | +0.6% | +40.6% | -40.0% | -13.5% |
| 5Y | -42.3% | -67.5% | +25.2% | -41.9% |
| All | -50.5% | -52.7% | +2.2% | -51.8% |
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