-55.4%
SWKS vs S
-56.8%
+1.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.1% | +3.4% |
| 7D | +12.5% | -7.7% | +20.2% | +14.4% |
| 30D | +10.5% | -5.3% | +15.8% | +11.3% |
| 3M | -7.4% | +20.3% | -27.7% | -12.3% |
| 6M | +32.7% | +47.4% | -14.7% | +18.7% |
| YTD | +19.2% | +32.5% | -13.4% | +8.9% |
| 1Y | +2.4% | +9.5% | -7.1% | -2.4% |
| 3Y | -25.6% | +15.5% | -41.1% | -32.5% |
| 5Y | -53.4% | -71.2% | +17.8% | -51.4% |
| All | -55.4% | -56.8% | +1.4% | -55.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling