-43.0%
SWKS vs S
-69.2%
+26.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -8.8% | +6.8% | 0.0% |
| 7D | -9.2% | -16.7% | +7.5% | -5.4% |
| 30D | -1.9% | -17.0% | +15.1% | +1.9% |
| 3M | +21.2% | +2.0% | +19.2% | +18.4% |
| 6M | +12.9% | +35.1% | -22.2% | +2.0% |
| YTD | +30.7% | +42.8% | -12.1% | +15.0% |
| 1Y | +14.1% | +27.7% | -13.6% | +2.9% |
| 3Y | -1.7% | +33.0% | -34.7% | -15.6% |
| 5Y | -43.0% | -68.0% | +25.0% | -41.1% |
| All | -43.0% | -69.2% | +26.2% | -41.1% |
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