-36.5%
SWKS vs SRE
+51.3%
-87.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.3% |
| 7D | +9.4% | +1.8% | +7.7% | +8.8% |
| 30D | +17.0% | -3.0% | +20.0% | +18.2% |
| 3M | +28.9% | -7.3% | +36.2% | +31.9% |
| 6M | +33.1% | -11.9% | +45.0% | +38.4% |
| YTD | +44.8% | -7.9% | +52.7% | +47.4% |
| 1Y | +36.2% | -11.1% | +47.4% | +40.7% |
| 3Y | +11.5% | +24.8% | -13.3% | -5.1% |
| All | -36.5% | +51.3% | -87.9% | -47.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling