+2.4%
SWKS vs SRE
+4.7%
-2.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.2% | +3.6% |
| 7D | +12.5% | -0.3% | +12.8% | +12.5% |
| 30D | +10.5% | -0.7% | +11.2% | +10.5% |
| 3M | -7.4% | -6.3% | -1.1% | -7.2% |
| 6M | +32.7% | -10.7% | +43.3% | +33.7% |
| YTD | +19.2% | -3.5% | +22.6% | +18.7% |
| 1Y | +2.4% | +5.3% | -2.9% | +8.4% |
| All | +2.4% | +4.7% | -2.3% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 1y: compounded portfolio wealth divided by compounded SRE 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…
1y analysis · Full analysis span regression · 6 months rolling