-53.0%
SWKS vs S
-71.4%
+18.4%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.1% | +3.4% |
| 7D | +12.5% | -7.7% | +20.2% | +14.5% |
| 30D | +10.5% | -5.3% | +15.8% | +11.4% |
| 3M | -7.4% | +20.3% | -27.7% | -12.5% |
| 6M | +32.7% | +47.4% | -14.7% | +18.2% |
| YTD | +19.2% | +32.5% | -13.4% | +8.5% |
| 1Y | +2.4% | +9.5% | -7.1% | -2.6% |
| 3Y | -25.6% | +15.5% | -41.1% | -32.9% |
| All | -53.0% | -71.4% | +18.4% | -50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling