-1.4%
SWKS vs SEI
+539.1%
-540.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +14.3% | -13.1% | -1.3% |
| 7D | -6.2% | -18.3% | +12.1% | -3.4% |
| 30D | -1.5% | -24.4% | +23.0% | +2.1% |
| 3M | +23.0% | +1.5% | +21.4% | +20.1% |
| 6M | +27.6% | -25.1% | +52.7% | +30.1% |
| YTD | +32.3% | +26.4% | +5.9% | +20.9% |
| 1Y | +20.1% | +8.9% | +11.2% | +12.1% |
| 3Y | +0.6% | +586.7% | -586.0% | -40.5% |
| 5Y | -42.3% | +717.9% | -760.2% | -69.0% |
| All | -1.4% | +539.1% | -540.5% | -49.9% |
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