+27.6%
SWKS vs SRE
-15.3%
+42.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +0.8% |
| 7D | -6.2% | -9.2% | +3.0% | -8.1% |
| 30D | -1.5% | -1.9% | +0.4% | -1.1% |
| 3M | +23.0% | -6.5% | +29.5% | +22.1% |
| 6M | +27.6% | -15.2% | +42.8% | +27.1% |
| All | +27.6% | -15.3% | +42.9% | +27.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling