-11.2%
SWKS vs SEI
+507.3%
-518.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.4% | +0.1% | +2.9% |
| 7D | +12.5% | +10.2% | +2.3% | +10.6% |
| 30D | +10.5% | -1.0% | +11.5% | +10.4% |
| 3M | -7.4% | -27.9% | +20.5% | -3.0% |
| 6M | +32.7% | +10.4% | +22.3% | +27.9% |
| YTD | +19.2% | +20.1% | -1.0% | +12.0% |
| 1Y | +2.4% | +109.7% | -107.3% | -14.2% |
| 3Y | -25.6% | +458.6% | -484.2% | -53.5% |
| 5Y | -53.4% | +775.3% | -828.7% | -75.0% |
| All | -11.2% | +507.3% | -518.5% | -53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 SEI 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