+11.6%
SWKS vs SRE
+23.7%
-12.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.0% | +1.8% | +2.4% |
| 7D | +10.9% | -1.1% | +11.9% | +11.2% |
| 30D | +17.6% | -4.1% | +21.7% | +19.0% |
| 3M | +29.2% | -7.3% | +36.5% | +31.8% |
| 6M | +37.0% | -14.1% | +51.1% | +42.8% |
| YTD | +44.9% | -8.5% | +53.5% | +47.3% |
| 1Y | +33.8% | -12.0% | +45.8% | +37.9% |
| All | +11.6% | +23.7% | -12.1% | -5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling