+33.8%
SWKS vs S
+29.4%
+4.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -6.3% | +9.0% | +3.1% |
| 7D | +10.9% | +4.1% | +6.8% | +10.5% |
| 30D | +17.6% | -7.2% | +24.8% | +18.0% |
| 3M | +29.2% | 0.0% | +29.2% | +29.6% |
| 6M | +37.0% | +41.6% | -4.7% | +31.2% |
| YTD | +44.9% | +48.6% | -3.7% | +36.8% |
| 1Y | +33.8% | +30.0% | +3.8% | +28.7% |
| All | +33.8% | +29.4% | +4.4% | +28.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling