+27.6%
SWKS vs SRE
+117.4%
-89.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.2% | +3.8% |
| 7D | +12.5% | -0.3% | +12.8% | +12.5% |
| 30D | +10.5% | -0.7% | +11.2% | +10.6% |
| 3M | -7.4% | -6.3% | -1.1% | -5.4% |
| 6M | +32.7% | -10.7% | +43.3% | +38.3% |
| YTD | +19.2% | -3.5% | +22.6% | +19.8% |
| 1Y | +2.4% | +5.3% | -2.9% | -1.4% |
| 3Y | -25.6% | +31.8% | -57.4% | -37.4% |
| 5Y | -53.4% | +47.4% | -100.8% | -63.2% |
| All | +27.6% | +117.4% | -89.9% | -14.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling